Any bus running from Hong Kong to West Railway Station in Shenzhen?

There seems no direct bus from HK to the West Railway Station. You can take the East Rail Line to Lo Wu and pass through Luohu Border. Then go to Luohu Station to take subway line 1 and get down at Liyumen Station. It is about 600-700m from the station to the West Railway Station. Since you have big size luggage, you can take a taxi quickly to get there.