Can we go to other place lime Beijing with visa fron shenzhen? Or maybe we can get VOA for 30 day?

Siska, you can't go anywhere out of Shenzhen if you just hold the five-day special VOA. There is no 30 days VOA for Shenzhen. If you plan to go to other places, please go to Shenzhen Entry and Exit Management Bureau to apply for a valid L type before your five-day special VOA expires.