Hong Kong Ocean Terminal to Shangri La Hotel Shenzhen

In the HK-Macau Terminal, you can take a boat to Shekou port. From the Ocean Terminal, you can take the Mtr or taxi to the terminal, quite near.

In SZ City, there are two Shangri-la Hotels, one is in Luohu, while the other is in Futian.
If you want to head to the Luohu one, upon your arrival, you can walk to Shekou Port subway station to take the Shekou line to Window of the World, where you can transfer to Luobao Line to the Luohu Station. Take the Exit E1, walk about 300 yards, you will see the hotel.
If you refer to the one in Futian area, you can still use the mentioned mode, but when taking the Luobao line, you should get off at Shopping Park Station. Take the Exit D and walk about 680 yards, you will find the hotel.