For what it's worth,
In Shanghai, from a fairly early stage in the European occupation on, there was a distinctive mix of both Asian and European/Western building styles. It would not be out of place, especially along "The Bund" (the major thoroughfare in the International Settlement) to find a German Biergarden, a European office building built to mimic the style of Chinese architecture, and a Teahouse with a distinctively Indian style. This sort of thing happened even in Chinese "controlled" sections of Shanghai, as many prominent Chinese were anxious to prove their "sophistication" by mimicking WESTERN styles!
On the other hand, you could go to the French Concession, and find a majority of architecture done in a distinctively French and/or North European style. The French made a conscious effort to build "a slice of Paris" in the Concession. So you could easily use some of those French buildings that seem to be in every architectural range under the sun for 28mm. (Something to do with WW2, I suspect.)
So you have a great deal of latitude here in mixing the two. You could have distinctively Victorian, American, Indian, and Chinese style construction in the same area; by the 1920s, throw in the beginnings of Neo-Classical and Art Deco style architecture... and you've got quite a variety of stuff going on here.
Have you ever seen Bladerunner? I have often imagined that the huge city seen throughout the movie, with its fusion of Western and Eastern, might well be what Shanghai's International Settlement would have looked like if the Europeans had remained into the future.
-Doc