Shenzhen airport to disney

Hello,

We land at SZ airport from Chengdu & want to go to Disney HK by bus.

1. Is the bus station to Disney is at the Airport?n
2. Where do we pass the border to depart China and entering HK (and give our passport/ walkthrough the custome)? Is it before we get on the bus or during the ride the bus stops at the border and we get off the bus for passport checking? s