Can passengers with British Airways use the ferry from HKIA to Shekou?

Oh, surely you can. As a matter of fact, passengers with all airlines can use the route, but this case doesn't suit the return way. Upon your arrival, don't go through the immigration. Directly walk to the ticket counter at the transfer area to get a ticket, where you also need to present your baggage tag receipt. Then the airport staff will cope with your luggage and transfer it to Skypier. Scan your ticket and check your luggage at ferry boarding entrance. Catch the APM to Skypier then, waiting and boarding.