Hotel close to MTR station going to Hong Kong airport.

If you are staying in GZ, its best that you stay at landmark hotel in haizhu sq, its a 4 star hotel, which has the bus terminal going to HK airport. Since you need to be in the airport by 5 a.m. I recommend that you should go with the latest possible schedule. The boarder in shenzhen with HK closes at 12 mindnight so either you stay in HK and leave very early or stay in GZ at leave at night.