I want travel in the evening from Ningbo and reach Shenzhen morning. What is connecting train?

If you want to take the trains, you can take the trains to reach Guangzhou and then go to SZ.
From Ningbo to Guangzhou, there is only one train K212/209 and takes about 23 to 24 hours on the way. Upon reaching Guangzhou at around 11:17, you can take the bullet train to reach SZ.