HKIA to Zhuhai

25min to check out and get on the boat, that may be impossible for you. But you can catch the one in 17:00. That's no problem.
You don't need to clear immigration.
Here is the transferring process: you purchase ferry ticket and present baggage tag receipt at the Ticketing Counter (located in transfer area E2). Tthe staff will help to handle your luggage. Then scan your ticket and check baggage status. After that, you board the automated people mover to Skypier, and take the ferry.