I need to go by bus from Baiyun airport to Longgang Shenzhen. Are there any direct bus services.

Yeah! There are direct buses to Shenzhen from CAN. The buses are scheduled from 9:30 to 21:50 at an hourly interval. The trip takes about 3 hours, and the fare is CNY 94. After arriving at the terminus at Bagualing, you can take bus line 365, e25, or metro Longgang Line to your destination. :)