I will arrive at HKIA around 6am and want to catch a morning flight to Chengdu at Shenzhen airport.

How early is the domestic flight to Chengdu? Anyway, the first ferry from HKIA to Shekou leaves at 09:00 and arrives at 09:30. Then a taxi ride to SZX requires at least half an hour. Is it ok with you? if so, this way is highly recommended. And the direct ferry from HKIA to Fuyong Pier near SZX is available, but the first one departs at 11:20, probably too late for you.

Thanks for your reply. They are flights leaving SZX to Chengdu from 10am to Noon. Does the cross-border shuttle bus operate much earlier than ferry? Instead of sitting at HKIA for the earliest ferry to SZ, can I take a shuttle bus directly to SZX? Thx.

Yes, in the airport, there are direct shuttle buses going to SZX, and the first bus leaves at 07:40 and it takes almost 2 hours to arrive. The bus fare is 180HKD. You can catch a flight by noon in this way.