Can I board the ferry at Shekou Ferry Port at Shenzhen to HKIA directly?

My flight ticket itinerary is arrive in HKIA and to depart at HKIA. I am taking Cathay Pacific.

After staying in Hong Kong a few days, I will be staying in Shenzhen. On the day of my departure flight, can I take the ferry at Shekou Ferry Port and go directly to HKIA to catch my flight ? Has anyone tried this before? I am trying to save some travel time. How long will it take to clear the immigration at Shekou Ferry Port?

Thanks.