Travel from Guangzhou to Shenzhen Railway station

My husband and I are on tourist visas in China and we need to go to Hong Kong to maintain our tourist visa requirements.
We would like to take the train from the East Guangzhou Railway station to SZ Railway station. Then take a taxi to cross the border (or walk) and go through customs and then go back to SZ Railway Station and take a train back to Guangzhou.
We are wanting to know the best way to do this. We do not speak the language