can i still catch up with the bus going to Wanchai if i will arrive in Shenzhen at 10pm?

Are you arriving by air? Well, I remember there is a bus leaving Baoan Airport at 23:15 to Wanchai passing Huanggang port. It is operated by Trans-Island Limousine Service. You can dial (852) 3193 9332 to consult.

If the bus stops operating or you miss it, you may have to stay one night in SZ city and head for HK on the next morning.