travel from shenzhen to hongkong airport

I am afraid that you have to set off one day in advance so as to catch your early flight. You may stay near HKIA at night, and take the plane in the early morning.

You may take a bus to HKIA from Futian Bus Station for CNY 150. The bus departs every 20 minutes from 6:30 to 21:00, and the duration is about 70 minutes.

Or, you may take a ferry from Shekou Ferry Terminal to HK Macau Ferry Terminal. The ferry leaves at 7:45, 10:15, 11:45, 14:15, and 16:45. The deluxe seat costs CNY 150, and the ordinary seat costs CNY120. After some shopping, dining and sightseeing in the city, you may take airport express line back to the airport. :)