I'm Thai and planning to reach Hong Kong on 19 Feb (morning). Can I apply VOA to Shenzhen?

I'm Thai and planning to reach Hong Kong on 19 Feb (morning). Can I apply VOA to Shenzhen on the morning of 19 Feb? Can I easily get it and how long would it take?

Do I have to enter Shenzhen right away or I can just go back to the hotel and enter later like 20 Feb?

Do I need the hotel confirmation in HK/China and confirmed air ticket to apply for VOA?

Thanks a lot.