I want to travel to Shenzhen from HK, can I get a VOA?

Hi I'm a British passport holder and I'm going to fly into Shanghai. Going to use the 144 hours free transit there. Will then take a spring flight to HKG. From there I hope to visit Shenzen by taking the train. What are my visa options? I'm only looking to go for 2-3 days. Could I obtain a VOA? Also if I'm taking the train from Hong Kong to Shenzen where would be best to get the entry permit?

Thanks