enter:Luohu Port leave:Shekou Port

Hello,
I couldn't think of a reason why not…
But is it possible to enter Shenzhen via the Luohu Port and obtain a VOA for 5-days.
Then travel back to HKIA from Shekou Port with a ferry.

This route saves me a lot of time instead of return to the same port as arrival and then take a MTR+bus.
Much appreciated!