how to get to shenzen from macau, the simplest way because I go with child 3 y.o.

As far as I am concerned, the simplest way from Macau to Shenzhen is to take a ferry. You can take a ferry at Macau Maritime Ferry Terminal.
Ferries for Fuyong Pier of Shenzhen Airport depart at 10:45, 12:15, 14:30, 15:45, 17:30, 18:30, 19:30. It takes about CNY196 per person and about 1 h.
Ferries for Shekou Port depart at 09:45, 10:15, 12:00, 13:15, 15:00, 16:00, 17:00, 18:00, 20:00, 20:45. It takes about 60-70 min. The fare is about CNY 180 or CNY 280 for an adult and about CNY 75 or CNY 100 for a kid, for economy seat and super seat respectively.