Shenzhen VOA on airport

Hi, i will visit Shenzhen via hongkong next month. I will use Shenzhen visa on arrival which i can get in Luoho. I'm indonesian and last August could get Shz VOA in Luoho. During next visit there on december, i got my return flight from Shenzhen airport. Is it possible for me using shenzhen VOA and will exit shenzhen through shenzhen airport? Or should i get chinese visa instead of shenzhen VOA if i want to exit using shz airport? Thx for your response