Taipei - Shanghai - HK - Taipei

Hi there,

I am more interested in taking direct high-speed train from Shanghai to HK. Assuming I can buy the necessary Shanghai - HK ticket before boarding the plane from Taipei to Shanghai, am I allowed to take this route? I am concerned whether the train is an option to HK, or I can explain the check-in staff that I am eligible for visa-free stay, as they usually require confirmed flight ticket upon check-in.