Does airport shuttle bus 330 go to Shenzhen railway station in night?

To be honest, it is too risky catching the train around 12:30. You need at least 30-60min to check out and then almost an hour on line 330 to Luohu. In addition, the border shall close at 23:30 if you are going to HK. Anyway, the last bus of line 330 operates till the arrival of the last flight, so you can still catch it. Then stay in a hotel near the railway station overnight and head for HK in the next morning.