I travel by train from Beijing to Shenzhen train station (Train No.K105). It should be at Shenzhen on 0502 am. Then I have to go to Hong Kong Airport to travel by plane at 1045 am. (That mean I have to check in at the airport on 0845 am.)
Question:
1.How I go from Shenzhen train station to Hongkong Station by the fastest transportation before 0845 am ? & How much for the fare?, I want cheapest.
2.I have  Thai passport  to go back to my home in Thailand. Can I do the imigration at Hong Kong airport? Or when I pass to Hong Kong I have to pay for anything or not.

Thank you very much.
Cavalry31