\usepackage[fira]{fontsetup} works well. no need to use unicode mathbb

main.tex

@@ -21,7 +21,7 @@ $MATH$
 \section{is this bold $MATH \Z$?}
 \section{这是bold $\text{你好abc}\R$?}
 \begin{theorem}[sbada]
-    aaa
+    aaa 中文
 \end{theorem}
 
 \begin{equation}

myctex.sty

@@ -12,14 +12,14 @@
 
 % Now use the conditional
 \ifmyctex@sans
-\setCJKmainfont{Source Han Sans SC}
+\setCJKmainfont{Source Han Sans SC}[BoldFont=*, ItalicFont=*]
 \setCJKsansfont{Source Han Sans SC}
 \setCJKmonofont{Source Han Sans SC}
 \usepackage[fira]{fontsetup}
 \usepackage{FiraMono}
 
 \else
-\setCJKmainfont{Source Han Serif SC}
+\setCJKmainfont{Source Han Serif SC}[BoldFont=*, ItalicFont=*]
 \setCJKsansfont{Source Han Serif SC}
 \setCJKmonofont{Source Han Serif SC}
 \RequirePackage[charter]{mathdesign} % math font only for serif mode
@@ -121,13 +121,13 @@
 %  I give up.  These are in the wrong font, but my kludged versions 
 %  LOOK like kludges, especially \Z, \Q, and \C.
 %
-\def\Real{ℝ}
-\def\Proj{ℙ}
-\def\Hyper{ℍ}
-\def\Integer{ℤ}
-\def\Natural{ℕ}
-\def\Complex{ℂ}
-\def\Rational{ℚ}
+\def\Real{\mathbb{R}}
+\def\Proj{\mathbb{P}}
+\def\Hyper{\mathbb{H}}
+\def\Integer{\mathbb{Z}}
+\def\Natural{\mathbb{N}}
+\def\Complex{\mathbb{C}}
+\def\Rational{\mathbb{Q}}
 
 \let\N\Natural
 \let\Q\Rational