from Hong kong to mt danxia

Yes, you can go for a day trip. Take the train to from Hung Hom to Guangzhou East first, which costs 210HKD and takes about 2h.
Then, take metro line 1 and transfer to line 2 at Gongyuanqian, get off at Guangzhou South Railway Station. It takes about 40mins and CNY6.
After arrival, take a bullet train to Shaoguan, it takes about 50mins and CNY104.5 for a second class seat, CNY164.5 for a first one.
At last, you can take a bus to the mountain with a fare of CNY20. The duration is about 90mins.
As for back, you can follow the same route.

Btw, the last train from Shaoguan to Guangzhou South leaves at 23:01, the last train from Guangzhou East to HK leaves at 21:32.

Um, Brace's reply suggests it's a minimum of 5 hours one way (and realistically, after factoring in time to figure things out, pick up train tickets from the station, etc, you are looking at more like 6 hours), so I would conclude the opposite: it's not possible as a day trip. After travelling 10-12 hours return, there would hardly be any time to see the park. Do yourself a favour and stay at least 1 night. Also, consider the alternative of crossing the border at Lok Ma Chau and taking the high speed rail directly from Futian (probably need to reserve ticket well in advance for popular times): it would be faster than taking the slow train to Guangzhou and having to connect to Guangzhou south. I still wouldn't do it as a day trip though.

Thank you for a detailed info.