How do I travel from Hong Kong Airport to GuangZhou?

As I know, there are frequent cross-border coaches running between. It is very convenient. It takes about 4h to reach Guangzhou.

Try this route. Take the Intercity Through Train Hung Hom Station direct to Guangzhou East Station. Journey is 2 hours. Walk to adjacent metro station catch MTR to Baiyun Airport - 45 mins.

Actually the answer you seek is in reverse.

Oh, not HK to Baiyun Airport. You asked for HKIA to Guangzhou! From experience it's best that you take the direct coach service available in Cross Border Coach Station basement of Terminal 2. Inquire with any of the operators' service counters. Opt for the MPV, comfortable ride and you may even request the driver to as a favor drop you off at your destination doorstep.
You may be asked to switch vehicle at the checkpoint - likely because HK and Mainland drive on different sides.