VOA is available at Shekou meaning is we can take ferry from Macau to Shekou directly?

Unfortunately, Thai citizens are not eligible for Shenzhen VOA at the time being. Anyway, since you are a group, I advise you to to rely on 6-Day Visa Exemption for Tourists to Pearl River Delta by joining a tour organized by Hong Kong or Macau tourist agency for a foreign visitors who wish to explore the region without a hassle of obtaining a visa. Trust me, this is by far your best option. Like this, you will be free from applying for a visa of any kind.

Really? but I saw so many Thai people cross from HK to SZ. There are lots of reviews on Youtube and local website. Did they just announced that or something??

Jun, there are several reports, posted on this website by Thai citizens, where they were denied both Zhuhai and Shenzhen VOA during the last two or three months. Based on that circumstances I have decided to offer the advise led by logic that it is better to be safe than sorry. Both you and I know that the practice by Chinese authorities regarding the VOAs are based on their internal documents and that they can vary quite often and without any announcement. If you have some recent, but reliable account by Thai citizen that have successfully obtained a Shenzhen VOA in the last days, I will be more than happy to announce that Thai citizens are eligible for this type of visa.

To conclude. If you feel confident based on recent reliable accounts, then the answers to your questions are:

- Shenzhen VOA is (still) available at Shekou port, but some people were returned back to Macau or Hong Kong because of the fact that they did not took into consideration the fact that this port has its quite strict opening hours: 9:00 - 13:00 & 14:30 - 17:00 . It is not possible to apply and to obtain a Shenzhen VOA outside of the mentioned opening hours.

- You are definitely allowed to take a high speed train from Shenzhen to Hong Kong. In reality, you are allowed to exit from Shenzhen by every mean of transport in the same way as if you were in possession of a full Chinese visa. You are even allowed to leave Shenzhen by plane directly to some foreign country too.

ZUPAN, thank you so much for your reply, we will wait until December and see what is the best option for us.