I will be at Shenzhen airport for 10 hours in transit to Thailand.

Yes, you can. But you need to apply for a VOA first. I’d like to give you suggestions about your fast trip!
Take Subway line 11 and transfer to line 1 at Qianhaiwan, and then get off at Shijie Zhichuan (Window of the World). Then, take line 1 to Huaqiaocheng (Splendid China - Folk Culture Villages).
After that, take metro line 1 and then line 11 back to the airport.
Have a nice trip!

But a VOA its a 5 day permit. I only need a 24h visa... Its really the only way?

Yes, it’s the only way. No worry about the extra time, just have fun!

Thank you!