Chengdu-Shenzhen-Hong Kong, Is all this possible without a valid visa for China?

Well, personally, I think that you needn't apply one in advance. But you need to apply for the stay permit when you land at Chengdu Airport and book the ferry ticket in advance. The booking info is needed when you apply for the stay permit. I provide this solution because the new regulation says that those who transit in PRC should provide the booked air ticket, ship ticket or train ticket.

However, I am really not sure if this rule is implemented very well. So you might apply for a G in advance. If you apply for a G type, make sure that you book the ferry ticket in advance. The booking information is needed.