DO WE NEED A VISA TO SHENZHEN IF WE DO DAY TOUR FROM HKG -NOV 8 RETURN AT NIGHT TO HKG

A single entry is not enough for your route.
The 3 Filipino citizens are suggested to apply for double entry visa in advance, or they cannot go to SZ.

While the US citizens can apply another China visa through the Office of the Commissioner of the Ministry of Foreign Affairs in HK, or the local travel agency when they arrive in HK.

Hope this may be helpful.