Doing this in Shenmue II is something I've been wanting for a long time now, ever since Giorgio discovered how to remove it from the first game. I tried to find a way in Shenmue II many times but couldn't figure out how to do it as the map files are different. Now I finally found out what to look for and I did so more or less by accident.
I want to thank Giorgio for his work and the inspiration it gave me to hunt down the magic key in Shenmue II.
Also for checking this out and leading to an improvement that keeps the doors intact.
It works pretty much the same as the method for Shenmue I, except that you have to look for FLDD instead of COLS. So open the mapinfo.bin of the area you want to visit without clipping in your favorite hex editor.
Search for FLDD and start marking the code from there.
You wanna go down all the way until you reach DOOR. If you want to modify a map that doesn't have doors you'll have to look for REGD. It's a huge portion of the code, about 80-90%, so you'll have to go almost to the end of it.
Once it's removed just save and build your image with the modified map file.
I have compiled a list of what areas the map folders are linked to. This list is not 100% complete yet, but it covers all the major areas. I left out areas that are just for cutscenes or QTEs.
Like in Shenmue I there are some downsides. The clipping of the floor is removed too, so Ryo will stay at the same height as when the area is loaded, ignoring stairs or slopes. Most of the NPCs will be gone, with some exceptions. Objects like signs and the vending and toy capsule machines still work. Doors and elevators work but warping points mostly don't, so you won't be able to easily travel to the next area. A major downside to Shenmue I is that there is no beta where you could just load any area you want. On the plus side however you can save anywhere and just switch between the regular game for traveling and the modded one for exploration. Pretty cumbersome but better than nothing.
Removing the clipping from the more minor shops works differently. You'll need to look through the map folder where the shops are located and pick out the corresponding PKS file. Now open it with the IPAC Browser and extract the COLIFELD file. Open it with your hex editor, remove all the code except for the FLDD line in the beginning, save it and inject the modified file back into the PKS.
I have only tested this with the duck racing map yet but it works. That is by the way where and how I found out about all this. I was just messing with the duck models and noticed this suspiciously named file. I tried removing the code from it and instantly I could race around with no clipping. Then I started looking into hacking the actual game maps again and soon enough I found FLDD in the map files and the magic happened!