Maybe a stupid question, but; why are there so many flashlight manufacturers that are located in Shenzhen,China?
A lot of companies / manufacturers are located there. Electronics, clothings/apparels etc. They use Guanzhou as a lot of air and sea freight goes from there. They can use Guangzhou or HK SAR as the bases, depends on how the company likes to operate and how they freight out.
Another place is YiWu, in Zhejiang province. Closest place i can give you for a frame of reference would be Suzhou or perhaps you'd be more aware of Shanghai. They do a lot of small stuff there, like plastic bags, nail clippers, scissors, chopsticks etc. Mainly sea freight. Eg, 80% of the world's nail clippers are from there, no joke.
For fireworks it would be Liuyang. Most of the fireworks you see are from there.