Sha Tin to Guangzhou

To take the through train from HK to Guangzhou, you have to gon to Hung Hom station. But here is another way for you: at Sha Tin station, take East Rail line to Lo Wu. Then cross the border to Shenzhen Luo Hu. After that, you can see Shenzhen Railway Station, where there are many direct high speed trains to Guangzhou and the duration is around 1.5h.