Visiting Shenzen from HK - Filipino Citizen

Hi Sassyxor! Once the entry permit is issued to you, it does not matter you enter through which country or region, so there won't be problems I think. If you apply from Saudi Arabia, you need to provide your passport, a copy of the passport's photo page, a filled-out application form affixed with your recent color bare-headed photo, the original and photocopy of your stay permit or residence permit in Saudi, and round-trip tickets and hotel booking records. Sometimes, you may also need to provide a financial standing proof.

Hi Frank thanks for your informative answer. It helps a lot. Thank you so much!