how long does the ferry take to get from Hong Kong to shenzhen?

Generally speaking, it takes around an hour on the way.
If you wanna take the direct ferry from HK to Bao'an Airport, you need to have intraday airline tickets. And take ferry from HK-Macau Ferry Terminal, arrive at Fuyong Port. But the schedule is only 08:20 every day.
If you don't have intraday airline tickets, you can take ferry to Shekou Port first. The schedules are 09:00, 11:30, 13:15, 15:30, 18:00 and 20:30. Then take subway Shekou line to Window of World Station and Luobao Line to Airport East Station. After that, take airport shuttle bus to arrive at the terminal building.