Return trip routing and Shenzhen

Jonny, For what I know, you don't have to stay in the country, it's possible that you simply pass through the country on the way back to your point of origin. However, to play safe, it's better to stay in the country for a short while.

You can visit Shenzhen under the 72-hour free transit rule in Guangzhou, but remember that you need to exit from Guangzhou Airport instead of Shenzhen.