It is more than 1000km by air from Shenzhen to Wenzhou. The lowest air ticket may be more than CNY1000. Well, it changes in different time, you'd better check the tickets of Shenzhen Flights(https://www.travelchinaguide.com/china-flights/shenzhen.htm) for the accurate price.
No direct train runs between Shenzhen and Wenzhou.
It is more than 1500km bu bus from Shenzhen to Wenzhen and the bus ticket is about CNY280. It is not recommended to take bus since it will take a long time.