I read the same situation with me that Ms Wong (Mauritius) also will go from Hongkong to GuangZhou by train and she doesn't have the documents (train ticket). Is it possible to apply for China visa for this situation ?

Because i also read from China commissioner of Hongkong website that "Visa applicants are increasing in a large number and need longer waiting time in the visa office recently. If you don't reside or work in Hong Kong
permanently, you are required to apply Chinese visa from the Embassy or Consulate-General of Peoples' Republic of China in your resident country. You are welcome to China for tourism, business and visit."