I am a local. There is nothing interesting in Dalu Island this season, and it is too far from Dandong. The traffic is extremely inconvenient.
Shopping centers: Tesco, New Tesco, Xinmawu, Wal-Mart, Women's Street, etc.
Eat: Dandong fork (a kind of sour noodle made of corn flour), fried sand clam, raw juice yellow clam, toothpick conch (or garlic conch), ginger-sauce sea rabbit (maybe not in many restaurants, put the cooked sea rabbit. These are all around 3 yuan. Sea crabs may be around a kilo in 1 yuan (one and a half a kilo, although I am a local, but I can't afford it), and strawberries in Dandong are better, that is, seven or eight yuan a kilo. Mainly in Donggang.
Note: Accommodation in Dandong is particularly difficult to find during May Day.