can i do VOA in shenzhen and flight to harbin from there? or if embassy in HK open on 30th Jan?

Sorry, you can't fly from Shenzhen to Harbin on VOA. The 5-DAY VOA just allows you to stay in Shenzhen for five days at most. The office of the Ministry of Foreign Affairs of PRC in HK SAR is open on Jan. 30. But I am not sure if you can apply successfully there because the new rule requires that the applicants in HK must provide HK resident status.