About 30 attendees gathered at a Shanghai bar as early as 8 a.m. local time (0000 GMT) to support Zhao and watch the awards live on YouTube.
But the screening, hosted by New York University alumni, didn't start until 10 a.m., when organizers got the VPN service to work.
Many Western apps such as YouTube are banned in China, where the internet is tightly regulated and often censored of content that could undermine the ruling Communist Party. A VPN service is needed to bypass the so-called Great Firewall.
The awards show was not broadcast in China. Still, at the Shanghai event, there was cheering for Zhao.
"I think her win doesn't just represent herself or New York University, she represents the Chinese people," said New York University music business student Eric Mao.
"The film industry still has a long way to go, especially in China. Compared with some Hollywood films in Europe and America, I think we have plenty of room to develop," said another New York University graduate April Lee.