Answered by ZUPAN | Aug. 05, 2019 13:18
Yes, you are allowed to take a ferry from HK SkyPier to Shenzhen Shekou port to obtain 5 days Shenzhen VOA. Please, just be informed about the VOA opening hours in Shekou:
9:00 - 13:00 & 14:30 - 17:00
In case that your arrival cannot match the above opening hours, you will have to take a combination of bus & train to reach Lo Wu / Luohu border crossing. Less convenient, but unavoidable if you cannot reach Shekou port on time.
You can return directly from Shekou port to HK SkyPier because VOA by definition does not require countries A, B and C because this is not a visa free transit scheme, but a real visa. Of course, on arrival, but a real one. So, you really don't have to go to Macau. Normally, if you want to see it, then you will take a ferry from Shekou to Macau.
By the way, Shenzhen VOA does not require that you book anything in advance. You can perfectly book your ferry tickets on the spot when you arrive on the terminal.
One more detail... You should not cross the immigration upon your arrival in HK because if you do that, you will have to take a bus & train to reach Lo Wu / Luohu and you will not be able to use ferry. You have to look very closely and be focused to see where to go for ferry transfer to Shekou.