Check in luggage at Shenzhen Airport for CX flight from HK - then go to Kowloon for shopping.

Hi. I'm flying China Southern or Shenzhen Airlines from Beijing to Shenzhen. I reach Shenzhen at noon and have a CX flight to catch later at night from HKIA. Is it possible to check in my luggage at Shenzhen Airport for my CX flight in HKIA but instead of taking the ferry/bus to HKIA I go directly to Kowloon (not HKIA) for the afternoon? Is that possible or is it mandatory that I go direct to HKIA if I check in? I don't want to carry my luggage in Kowloon. Also I guess it's best to take a bus from Shenzhen Airport to Kowloon.If that's not possible I could take a bus from Shenzhen Airport to Kowloon, check in my luggage at the airport express station in Kowloon, then go shopping in Kowloon only to return to HKIA via the Airport Express. What do you think?Thanks in advance.S.