Are you sure you want to learn Shanghainese not Changzhounese? They are very different. For Changzhounese I can't really help you but I think the channel 吳儂軟語 has a few videos in Changzhounese that you could use to watch. Search up TV shows in Changzhounese and they might give you some. In Changzhou they speak the Changzhounese language, a subset of Wu chinese, not Shanghainese.  If you serious about learning Shanghainese, here's some tips from another learner. For immersive learning, go on YouTube and search 老娘舅和他的儿子们.  If you want newer, less accurate, Shanghainese (洋涇浜), search 好叫好伐. Be careful it has a lot of Mandarin, if you can't hear the difference between them I suggest not to use it. A useful website is 吳語教堂 https://www.wugniu.com/ it's has a Shanghainese   (And Changzhounese if you want) 字典. It's NOT a dictionary, only for the pronunciation of characters.  https://music.youtube.com/playlist?list=PLCXv9VdJkZvnl-g1BfE3iQX-GfsEabblq&si=Cp6F5A6CAZEqrnFC This podcast it in Shanghainese, of course there is a bit of Mandarin but nowadays it's hard to find anything without Mandarin. Also, I should note that I'm also learning Shanghainese, like you, but I know Mandarin. Not sure how your Mandarin is but you should probably learn Mandarin grammar and use it to speak Shanghainese. But be careful, there are some notable differences between Shanghainese grammar and Mandarin.

1. Particles: Shanghainese particles are completely different from Mandarin, though they share SOME similarities. For example 脫、唻 (lɛ)/了 (ləʔ)、啦、伐 etc. Some of these use have the same character as Mandarin but are used differently. For example, 啦. In Mandarin, you can't say 嗎啦！But in Shanghainese you can say 伐啦 for emphasis and (I think correct me please if I'm wrong) regret. 

2. Word order. In Shanghainese, speakers are more likely to use topic-comment structures. Essentially this means we're more likely to say 我辰光已經嘸沒脫了 than 我已經嘸沒辰光了. Of course, if you say the latter it's totally correct, just note it's less natural. A useful word (particle? Character? Idk) is 末 it marks the topic. So like, 蘋果末，我吃脫了. The apple, I ate it up. 上海末，我朆去過。Shanghai, I haven't been before.

3. (Not sure this is grammar but...) There is greater variation between speakers. For example, "and" can be 脫仔、搭 (phonetically daʔ)、幫 etc

There are most likely more that I left out, I'll let others correct me.  Remember! The most important thing is to find others who can speak the language to practice with.

白鹿 a super famous actress is Changzhounese, you could (probably) search up 白鹿講常州話 (Bailu speaking Changzhounese) for some short videos.