Answered by Tony | Aug. 16, 2017 20:27
You need to apply fora visa for Shenzhen beforehand. If you go to SZ for sightseeing purpose, you need to provide a filled-out application form affixed with a passport-style photo, your passport and its photocopy, valid entry record in HK, round trip air tickets and hotel reservation. Next, submit the application to the office of the commissioner of the ministry of foreign affairs of PRC in HK to apply for the L type.
In addition, it's possible for you to get 5-day SZ VOA, and maybe you can give it a try. But the result cannot be guaranteed.