Hi there, my flight at Hong Kong airport is 14:30, what time should I go at Shenzhen Shekou Port?

Well, generally speaking, you need to arrive at HKIA at least 2 hours in advance before the departure. The direct ferries from Shekou Port depart at 07:45, 10:00, 12:15, 14:30, 16:30, 18:30 and 20:15. The trip takes around half an hour. And the ticket fare is CNY 260 per person.
In addition, you need to provide your airline and then I will figure out whether you can pre check-in at Shekou Port or not.

Dear Isabella,

Thank you so much for your kindness.
I will be flying with Vietnam airline to Hanoi, I dont have HK visa. Am I still allowed to fly from HK airport?
Thanks again.

You are allowed to take the ferry from Shekou Port. However, you need to check-in at HKIA.

Thank you Isabella, I really appreciate. Doea it mean I dont need HK visa but I still can go to HK airport and fly out from there? I only have to do Custom Clearance from Mainland China?

Yes, you are correct.

Thank you a million, Isabella. It indeed helps a lot. Is there anyway I can ask at Shekou port for a note stating that I will be flying back to HK but without entering HK, rather directly to SZ (I have Chinese Visa). I am a bit worried about checking in at Hanoi airport, and might encounter some problem there.