Visa on arrival at Shekou Port

My business partner and I (both British passport and HK ID card holders) wanted to take the boat from Hong Kong to Shekou port for a one-day visit to a nearby company. Information on the internet such as this page suggested we could just turn up and be given a 5-day visa on arrival (as we have done previously when going to LuoHu / LoWu). But the signs at the "Macau Ferry Terminal" in Hong Kong were explicit that this was not possible and fines would be applied to anyone attempting it.
Has something changed? Which other crossings from HK would allow a VOA?