Bus or train from Xiamen to Hong Kong via Shenzhen

I need to go from Xiamen to Hong Kong, but I am sure neither bus nor train crosses the border. Do I take a bus or train and stop in shenzhen and then take a taxi to border. Then cross the border and get a bus or train to downtown Kowloon?

Bus or train from Xiamen to where and change? Any idea on how long it takes or how much it costs?

Thank you for any answers you can provide.