HongKong 1day to Shenzhen or ZhuHai

I suggest you spend a day in Shenzhen, which is easily accessible from HK. By to catch ferry, you have to go to HK-Macau Ferry Terminal near Central. From TST, I suggest you walk to East TST Station to take West Rail line to Hung Hom Railway Station, where transfer to East Rail line to Lo Wu, and then cross the border to Luo Hu, Shenzhen. Then you can spend time on Window of the World, Splendid China and Folk Cultural Village and Dongmen Pedestrian there. In the afternoon, use the same way to get back to HK.