Does the passage sound native? If not ,edit it please

Insufficiant detail, background, context.

who is responding. where and in what situation. What has been happening before I think so

an agreement to what.

too many possibilities

First of all you are missing a preposition. And this makes it impossible to know whether he is singing the song, or it you are. You could respond with a theme song, or you could respond to a theme song which has a completely different meaning. Fixing this gets you most of the way there.

I will make the assumption you meant "with" which means that you are singing his song.

I think I would reorder this, saying.

" I think so. Then I responded with "Shanghai Welcomes you", which is his theme song."