I'm sure that there are lot of friendly foreigners from USA in Kunming, who would be going there in near future and could take it even for free, and then send in US to where ever in states it needs to go.

If you are really desperate, buy a return flight for someone to take it in person.

Is there something special about this individual phone. It might just be cheaper to pay to buy a phone at domestic (US) prices.

Talked to DHL, the Shenzhen thing is not really available to individuals, just companies.
I'd already bought the phones, so I'll have to find some way. Where there's will...
Just called the post office, they said they won't even send it by sea.
I'll keep lookin'.

forget it dude, it's not going to happen without you taking it there yourself

Also now you wrote "already bought the phones", so do you in fact want to ship a whole lot of them, and not just a single phone?

Hundreds or even thousands are shipped abroad from Hong Kong daily.

Because they have legal export documents and paid the relevant fees Alien. If the op has numerous phones to get rid he should sell them here and then go back to the drawing board

What is the phone make and model Apple, Xiaomi, Oppo?

‘eyeFone Ex’

show-me