Is there any private rental car from the Baiyun Airport to shenzhen?

Yes, there is. You can easily rent a car near the airport, but the language may be a problem. If you can handle that, you can easily rent a car and the general cost would be CNY600-800. Except that, there are actually direct buses from the airport to Shenzhen and you will be taken to Shenzhen Bagualing. Upon arriving, take a taxi to your destination then.