In recent years, breakthroughs have been made in deep shale gas exploration in the Wufeng-Longmaxi formations in the complex tectonic region of the Sichuan Basin and southeastern margin, indicating promising prospects for exploration and development. This study focuses on the Nanchuan area of the complex tectonic region of the southeastern Sichuan Basin margin, using data from drilling wells and experimental analysis tests to investigate deep shale gas enrichment characteristics, particularly the effects of changes in the formation environment such as formation temperature and pressure on deep shale gas enrichment. The study concludes that: (1) The dominant sedimentary phase zone is the basis for hydrocarbon formation in shale gas reservoirs, with the Wufeng Formation–the first member of Longmaxi Formation in the study area—formed in a deep-water shelf sedimentary environment with high-quality shale development, which provides favorable material conditions for the formation of shale gas reservoirs. (2) Organic carbon content controls the degree of development of nanoscale organic matter pores, and the high-pressure-ultra-high-pressure environment helps maintain pores and improve the physical properties of deep shale. (3) Deep shale gas exhibits typical geological characteristics of high temperature, high ground stress, and exceptionally low permeability. The study finds the influence of temperature on the adsorption capacity of shale is more significant than that of pressure, and deep shale gas is primarily free gas. High pressure can slow down or inhibit gas flow, which is beneficial to shale gas preservation. (4) Gas diffusion is complex, with high temperature increasing the diffusion of gas, aggravating the migration and escape of gas, while high pressure can slow down or inhibit gas flow, which is beneficial to shale gas preservation. (5) The burial depth and pressure coefficient show a positive correlation, and the burial depth has a more significant effect on the pressure coefficient of syncline shale gas, indicating that preservation conditions of deep syncline shale gas reservoirs are becoming better. Residual syncline core with larger depths, inner-sag uplift, and slopes with reverse faults can be favorable targets for shale gas exploration in complex tectonic zones.