what is the best way to go Guangzhou ( stay Beijing Rd. ) from Shenzhen (stay Dongmen )?

I think it should be high speed train but there are too many station. Which station should I take from SZ and Which station to arrive Guangzhou ?

2 I will stay in causeway bay and I have to take night flight at Shenzhen Airport (SZX). Should I take bus directly? How long is it ? and How to pass the immigration , The bus will stop at border and after immigration , we back to the bus again ?

Thank you so much