I think he's working as the Envoy from the time he returns to Haixing, 30ish years ago, but not always allied with the SID -- which oh, wouldn't have existed for some of that time anyway. Here's a timeline of the SID by rheasilvia. I don't think it's stated in canon, but it seems likely Shen Wei would have tried working with the SID, found Zhao Xinci's hardline attitudes untenable, and distanced himself. I guess the question is how visibly "Kunlun" was 12yo Zhao Yunlan? :-)