pls comments, how I can go from Guangzhou to Shenzhen

I'm afraid not. As I know, the high-speed trains for this journey leave from GZ Railway Station or East Railway Station. So it is suggested to take shuttle bus line 1 to the main railway station or line 6 to east train station to catch a train to Shenzhen directly.

For what I found on internet, there are bullet trains to shenzhen north railway station from GZ south railway station, which run faster than the high speed train from GZ east railway station to shenzhen (luohu) railway station. I intend to use this bullet train in my next trip in October. So if you find the information is right, please kindly let me know.

Yes, you are right. But they all high-speed trains, just with different speed standards.