I'm Indian passport holder, can I get VOA at shenzan ferry port if i come from HKIA Skypier

I got flight to catch from SZX to kual lampur at 03:00 am. Can I get VOA or 24 permit pass if I come via Skypier from HK to SZX int'l airport??
Or do Indisns need to get separate visa to transit from HK airport to SZX int'l airport??