Answered by ZUPAN
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Jul. 23, 2019 15:17
You can, of course, take a conventional train departing from Beijing West railway station with arrival at Hung Hom railway station in Hong Kong. You can book the ticket for that train on this website and order its delivery to the hotel of your choice in Beijing. You will use an e-confirmation that will be sent in your email inbox to prove that you will really plan to travel to Hong Kong via Beijing.
After your stay in Hong Kong, you can apply for Shenzhen VOA at the border crossing with mainland China and from there fly to London. Please, have in mind that you are allowed to take a flight from Shenzhen under Shenzhen VOA, but it has to be a direct flight taking you out of China without any additional landing within mainland China.