An overnight stay before taking the Ferry to Shenzhen.

We are flying into the Hong Kong Airport and staying at the Regal before taking the ferry to Shenzhen the following day. Can we check our luggage for a next day departure on the ferry or must we claim our luggage then re-enter the airport and purchase our tickets and check our luggage for the ferry? When re-entering the airport, must you go back through security if you are staying at the Regal? What other options are available for people that want to stay overnight before continuing their travel into China? Thank you.