Shenzhen North Railway Station to Luohu Railway Station. Direct shuttle bus or subway?

No special shuttle bus operates between these two places. There are only direct public buses. But it takes a long time. Thus you are advised to take metro line 1 to get to Conference & Exhibition Center. Then transfer to metro line 4 to Luohu Station, Exit A3. After that, walk west around 850 yards to find Luohu Railway Station.