Getting a Visa on Arrival with China Visa in passport

I am a Danish citizen studying in Hong Kong. I have a double entry china visa in my passport but have already used one entry and am planning to use my last entry to go to Guilin from Hong Kong.
My question is whether I would be able to go to Shenzhen and get a voa before using my last China entry or if they would make me use my last entry to enter Shenzhen so I wouldn't be able to use that for my Guilin trip?