I have Chinese "Z" Work Visa and an American passport. I am planning on taking a train from Hunan to Shenzhen West and then crossing the border at Luo Hu. Do I have to apply to get into Hong Kong in advance or is it a short (30min) kind of process? Also, do you know how I can get from Shenzhen West to the main Shenzhen Railway Station since I think that is where the border crossing is? Thank you!!