Hello what is the best way to get to Jieyang from Da Wan area in Zhaoqing?

You may take a direct coach to reach from East Bus Station for CNY 100 to 130. The coaches depart at 9:30, 10:00, and 21:00, and the duration is about 7 hours.

I have no idea if you refer to the Dawang District or Dawan Town near Zhaoqing, but yes, the best and direct way is to take a long-distance bus Zhaoqing East Bus Station.

Can I get a direct bus or train from Da Wan area to Shenzhen? I am wanting to go to Shiyan in Shenzhen.

To Shenzhen, you are advised to go to Zhaoqing East Railway Station to take a bullet train. It's faster than coaches and duration is about 1-1.5 hours. You can check the details on this website. The trains will arrive at Shenzhen north railway station; after, you can take bus M217 or M341 to Shiyan New Village.