Luggage for Ferry HKIA to Shenzhen (morning arrival)

I will arrive in HK at 6 AM and want to go to Shenzhen by Ferry. As what I am told, I do not have to collect my luggage as it will automatically collected by Ferry operator.

However, the earliest Ferry is only available at 9 AM. I suppose the Ferry ticket counter will open probably around 8 AM (2 hours after my arrival).

Does this mean I need to collect my luggage and bring it to the Ferry port (since uncollected luggage will be taken to Lost and Found) ?