Answered by Roland
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Apr. 08, 2014 20:56
There are D class high speed trains from Shenzhen to Xiamen approximately every half hour.
There are also frequent high speed trains from GZ to SZ. I am not sure if you can travel on one ticket though or need to buy two separate tickets for the journey.
SZ North is the high speed train station in Shenzhen, so connection should be easy. I have not done this journey personally, so my reply is subject to correction.