Shenzhen Airlines from London to Malaysia - Sri Lankan passport holder

Hey Guys,

Will be travelling with my family (wife and 3 kids - all british passport holders), I'm a Sri Lankan passport holder - we live in the UK. I have a UK residence permit.

Do I or We need any special visas? our flight is from LHR > SZX and final destination being KUL - transit time is around 6 hours. We purchased it as LHR>KUL via SZX....I don't want to go out of the airport as we don't have much time.

Do I need anything special? Usually fly mid-eastern airlines - not encountered anything with them.

On return - it's the same thing. Thanks for your help in advance!