Arriving at HK around 2 pm and would like to go to Shenzhen by ferry through Haitian Ferry Terminal:

1. No. According to the official website, you should proceed to the ferry ticketing counter at Transfer Area E2. Don't go through immigration and reclaim your baggage. If you have gone through immigration procedures, you can't return to the ferry ticketing counter and use the ferry service.
2. You can choose ferry to Fuyong, which is relatively near to Shenzhen North Railway station.

But what will happen to my luggage as I haven't buy the ferry ticket and there 8 pax