Want to Live With 42 Million People in a Megacity the Size of Switzerland?

Doubt it would work, cities run with a central point being the most profitable/most visited point. Just because your connecting the cities, doesn't mean anything would grow from that. just going to create immense amounts of urban sprawl.

Those are all pretty large cities, if anything it allows the administrations to pool their resources. And since Dongguan is the largest of them, economically (I believe, don't quote me on it) that'll be the central point you speak of.