How can I travel from Shenzhen-Dongguan to Hong Kong-Tsimshatsui?

To DG, you can go to local Futian Bus Station, Baoan Bus Station or Luohu Bus Station to take the frequent buses to reach directly.
From DG to HK, you can find direct buses from Hotel Silver Land to reach China HK City directly. The China HK City is near the TST area.