Shenzhen 5-day VOA at Shenzhen Bao'an International Airport

I will definitely bring you a good news and tell you that you will not need any kind of visa because the province of Guangdong has implemented 144 hours visa free transit and Shenzhen airport is legitimate port of entry. In other words, your itinerary: X country - Shenzhen airport - Hong Kong is perfectly fine because Guangdong visa free scheme allows you to use overland border crossings between Guangdong province and Hong Kong (Macau too). So, you can use a train to arrive in Hong Kong. Anyway, you should have a confirmation of train ticket upon your landing in Shenzhen and you can easily do it by using several reliable websites like this one. In my opinion, 144 hours visa free transit is much better option than 5 days Shenzhen VOA.

Hello Zupan! Thank you so much for all your information. Our case is the following. We have a 4 days convention in Macau (May 27th thru May 31st). Thank from June 1st til June 3rd we would like to enter to Shenzhen for some shopping (let than 3 days). We are a party of 4 Spanish citizens (EU). We have tried to apply for the Visa thru an agency in Madrid but it is so terrible. Take too many days and cost a lot of money… Is there anyway we can get the Visa to enter Shenzhen when we travel by train from Hong Kong to Luohu port, once we get to the border..?? Thank you so much for your prompt response. Regards from sunny Spain ;-)

Bartolomé, now I have seen your post here... Actually, I hope I have supplied you with some useful information on your another topic, so I will not repeat all the details here. In case that you have some additional questions, ask in already active, another, topic.