Re-entry Hong Kong

Your friend needs to be very careful as a single-entry visa will become invalid after the first entry to HK. Hence to re-enter HK from Shenzhen, they will need a new visa which cannot be obtained on arrival.

However if they are only returning to HK to catch the outbound flight, then there is a ferry service from Shekou cruise terminal which will lead them to the post-immigration control area of HK airport and hence eliminating the need to obtain another HK visa.