Can I use 144 hrs Visa-free Transit coming from Hong Kong going to Shenzhen (French Passport)

Cedric, sorry, the policy is not applicable to Shenzhen. If you fly from HK to Shenzhen and then to a third country or region, you can use the 72h free transit policy in Guangzhou. During the layover, you can travel to Shenzhen and then back to Guangzhou to take the connecting flight.