Yes, there are buses from Shenzhen Bay to Guangzhou. Most of these buses are from Hong Kong.As Shenzhen Bay is one of the entry stations to mainland China, many buses pass there daily. You may take the buses provided by China Travel Tours Transportation Development H.K. Ltd. At Shenzhen Bay, the buses depart at 08:45, 09:45, 11:45, 13:45, 15:45, 16:45, 17:45 and 18:45.