No direct trains are available from Hong Kong to Fuzhou. But direct flights are in operation on the route. By train, you could make a transfer at Zhuzhou or Changsha.

Hm, there’s a bus that goes from the Prince george/nathan area, directly to Shenzhen, for a mere 100 yuan. You can do that and then take a train from Shenzhen to Fuzhou, if of course you're choosing not to fly directly which would obviously be the best option.