Jieyang to Huizhou to Lo Wu to Hong Kong

Hi ....I checked and discovered that i can travel by train from JY to Huizhou to Lo Wu then finally reach Hung Hom in HK. Is it a direct train or do i need to change trains? How far is the train station from Qiaolin in JY? Is this a more convenient route, cuz i do not wish to go back to Guangzhou to take the train to HK.
Thanks very much.