Is it better to travel from Hong Kong to Yangshuo via Shenzhen or Guangzhou?

Traveling via Shenzhen is a better choice, for it a much nearer route.

Could you advise the details how to do it in details?

I like to travel from HK/Lantau >>> Yang Shuo or Guilin.

I like to tour Yang Shuo & Guilin and travel back to HK International Airport.

But which part of Lantau? Anyway, say you are departing from Tung Chung. I suggest you take Tung Chung MTR line to Nam Cheong and transfer to West Rail Line to Hong Hum. There you can take East Rail Line and get off at Lok Ma Chau. Then passing the border to Futian Checkpoint and take the Longhua Subway to Shenzhen North Train Station.

There are some high-speed trains that can take you to Guilin North Railway Station. After touring around, you can take direct coach from Guilin General Bus Station and get to Yangshuo.

I check the Shenzhen fast speed train to Guilin. The timing is 11:48.
Do you think morning I leave Lantau take ferry and train to Shenzhen I can be on time?
Or should I take a later time train to Guilin?

Must I pay the fast speed train ticket before hand? I am from Singapore.