Answered by ZUPAN | Jun. 16, 2019 03:56
I will just add a few details to complement post written by Judd. You can use Guangzhou–Kowloon through train from Guangzhou East railway station to Hung Hom railway station in Hong Kong. You will have to book your e-confirmation on Guangdong Line Schedule - MTR Intercity Through Train website and collect your ticket in the lobby of Grand Palace hotel located relatively close to East railway station. So, the e-confirmation that you will receive after your ticket booking will be enough as a proof that you will continue your travel from Guangzhou to Hong Kong. You should keep in mind that you will have to travel by that train that you have bought your tickets for!
By the way, this train is quite comfortable and it reaches Hung Hom station in Hong Kong for a bit less than 2 hours. Quite fast and I would say, by far the best option. The only small drawback is the fact that you have to exchange your e-confirmation for a real paper ticket in the mentioned hotel and after that proceed toward the station.