I am in Changsha and need to get to HK, China's visa office.

If you take high speed train from Changsha, it will arrive in SZ North station. Then you can take local subway Longhua line to Futian Checkpoint. After that, cross the immigration, and you will be in HK. You can use HK MTR at Lok Ma Chau sttaion to the downtown and then head for your destination.