Would like to find out from which station I should go to in order to take from long distance bus from Shenzhen to Shantou

You can take a direct bus at local Luohu Bus Station near SZ Railway Station. Buses are scheduled from 07:20 to 21:40 every around 20min. It takes around 4h and the bus fare is CNY170 per person. Besides, you can also take a bus for the same journey at Futian, or Nanshan Bus Stations.