I am getting to Shenzhen airport at 10:30PM sept. 29 and have to be at Hongkong airport 8 am sept 30

Well, since you arrive at the airport so late, no direct transport runs to HK at that time. You need to catch up your time to get to luohu border and pass through the border to get into HK. The border usually operates till 24:00. Taxi may be a good option from the airport to the border. After getting into HK, you can take the East Rail Line to downtown area and stay overnight. The next early morning, you can take the airport shuttle bus or taxi to HK airport.