can I travel London to Shenzhen, then use the train to hong kong, and fly hong kong to uk

Yes you can. Anyway, you should have in mind that in order to use the train for 144 hours visa free transit, you will have to move outside Shenzhen where you will be able to take so called Guangzhou–Kowloon through train. The closest station is the one called Changping or you can use this train from Guangzhou East Railway Station. It is important to know that you have to have this ticket (confirmation) in your hands even before your departure from London. You can buy it online on the Guangdong Line Fare - MTR Intercity Through Train website. Beside this option, you can also use a ferry from Shekou Port in Shenzhen to Hong Kong Macau Ferry Terminal. This route is serviced by Chu Kong Passenger Transport - CKS and you can buy your ticket on their website. Also, it is reportedly possible to buy a bus tickets online, but actually I'm not aware of any convenient bus provider with such an option.

Regradless of what option you will take from Guangdong province to Hong Kong, you should just have in mind that you really need to have your Guangdong - Hong Kong ticket in your hands before your departure from London!