Must I buy bus ticket in advance to fenghuang from Changsha high speed station?

You must refer to the South Railway station, right? If so, next to the train station, there is a Lituo bus station where you can take the bus to Fenghuang. The bus departs at 12:20, 15:00 and 16:30. The bus fare is CNY149. It is not required to buy the ticketin advance. You can buy it upon arrival.

If you fail to catch the bus, staying a night in CS is also a good choice.