Hi There is so much conflicting evidence on internet in regards to 5 day Visa?

I am an Australian passport holder (currently in Taiwan and I wish to travel to Shenzhen on either Thursday 30/10 or Friday 31/10. I wish to stay until Sunday 02/11 at which time I will fly back to Australia. For me, I think the ferry from HK international would be easiest but many people say that it is not possible to get a 5 day VOA from any of the ports ?
They say the only way is :
Q: Where can you buy the Shenzhen Visa?
A:You can only buy the Shenzhen Visa at the border crossing Luohu (also called Lo Wu) between Shenzhen and Hong Kong. Luohu is the biggest checkpoint and is located in Luohu district at the end of Metro Line1 . (You could take the MTR from HongKong to LoWu)Shenzhen visas cannot be bought via travel agents or from the Chinese embassy.
Please can you help me to understand my easiest option !!! Your way (for me) sounds much easier if it is possible and I would already have made hotel bookings .
Or should i not make any booking in case of rejection ? Thank you for looking at this and any advice would be gratefully appreciated.
My visit is purely tourist related .