Reality borrows a website’s name, and each exit borrows its own. If that site is blocked or slowed in China, Reality to that exit fails with it, while an exit that borrows another site may work fine. The same goes for addresses: the firewall blocks servers one by one.
So if an exit fails from the start, try another before changing anything else. Exits closer to you usually mean lower latency; the marketplace lists every exit country with its price and uptime.
Routes from China are direct unless an entry node inside China is listed in the marketplace.