Hi. Shenzhen to Macau: by ferry from Shekou Port or take buses at main bus stations to Gongbei first and then pass the border to Macau. It save some time to go by ferry. Shenzhen to Hong Kong: Shenzhen Railway Station has mtr trains to Hung HOm, Kowloon, 45 minutes. Within Shenzhen city, Window of the World, Spendid China, Dongmen Old Street and Lohu Commercial City are all along the Subway Line 1.