Answered by ZUPAN
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Aug. 10, 2019 09:45
No, this is not possible. To enjoy any kind of visa free transit in Guangdong province (where Shenzhen is located) you have to fly from Hong Kong to Guangzhou. In this case, you would be eligible for 24 or 144 hour visa free transit depending on the time you wish to spend there.
However in your case, by far the most cost effective and the simplest solution is to obtain a Shenzhen VOA at one of the border crossings between Hong Kong and mainland China, preferably at Lo Wu / Luohu. The price for Spanish citizens is affordable 168 CNY, paid preferably in Chinese currency. You can easily obtain it at one of Hong Kong money changers. You are also advised to bring a passport side photo if you have one to speed up the application process. Your flight out of Shenzhen should not have any additional landings within mainland China.