Visa on Arrival at Shenzhen Airport (SZX)?

Hello,

Your article states that VOA for tourists can be obtained at SZX. Is this possible if I fly in to SZX with a Swedish passport without any flight connection? I'm planning on taking the metro/train to Hong Kong after a few days in Shenzhen and then fly back to Europe from HKG.

Most other sites/articles I read say that voa can't be obtained at SZX and that I need to come in through Luohu.