is it possible to verify whether we can get a visa to enter shenzhen at the Lo Wu border for me

Unfortunately, the only way you will know the real situation will be upon your arrival at the Lo Wu border crossing. Anyway, in case that you have a luggage or just want to avoid any unpleasant circumstances, I strongly suggest that you take one of cross-border buses from different parts of Hong Kong that pass through Huanggang Port (another port where you can obtain Shenzhen VOA). At least, there are no information that this one has stopped issuing Shenzhen VOA. By the way, I sincerely doubt that Lo Wu has stopped issuing VOA, although after your information that it did, I tend to advise against crossing Lo Wu for that purpose.