China ISP may limit your international outgoing data; it will be very slow and unstable since GFW has yet blocking Spotify domain, the Spotify is theoretically accessible in China. But be aware if you are trying Facebook to login Spotify you will be denied cause Facebook is blocked in China.
I lived in China for more than 20 years; I can honestly tell you no more VPN is stable and fast since network routing is way more complex. Try build by yourself if you can, or trying those service "pandafan （熊猫翻墙）", "eurekavpt". website basically in Chinese, however there customer service do understand English.
I'm about to go back to China. Is it still working for you? I went back to Shanghai 1.5 years ago. It wasn't working well then, it sort of works but buffers a lot and sometimes app couldn't load songs. I used to use VPN (中国国内用) I wonder if Spotify service has improved in China, have you ever needed to use VPNs?
I'm currently in China, it's been more than a month and I still have problems with Spotify even with VPN switched on. It changes all the time, but most of the time it shows me I've got no internet connection, eventhough I do and the VPN is on. It usually takes some time then it starts to work, but I'm loosing my patience with all that waiting. Plus the songs I had downloaded in my Premium account are not downloaded anymore.
To use Spotify in China, you must use a VPN. Otherwise, you will not be able to open its application. This site specifically tests the best VPN in China, you can refer to it. hoping it is helpful to you.