I need to go on a friday, in october, from Shenzhen to Hong Kong (Kowloon), from 18:00.

Well, the last ferry to HK-Macau Ferry Terminal is scheduled at 19:15. You can catch it. After arriving, take Tung Chung Line to get to Kowloon Station directly.

And yes, there is another way. From SZ, you can pass the border from Luohu Port and enter HK first. Then take East Rail Line to Hung Hom Station and West Rail Line to Nam Cheong Station. After that, take Tung Chung Line to Kowloon Station directly. The duration is about 65 mins with the fare of 43 HKD per person.
You can choose way you like.

Thank you for your answer.
I understood that on friday I would not have the last 2 ferrys to HK so I was worried.
Tkx again.