Answered by ZUPAN
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Nov. 11, 2019 12:31
Unfortunately, you cannot do that on 24 hour visa free transit because this particular option doesn't allow the passengers who use this visa free transit option to cross to Hong Kong or Macau. In reality, you could do that, but only if you obtain a Chinese tourist (L) visa in advance. This visa would allow you to take a train or a bus or a ferry from Shenzhen to Hong Kong upon your arrival and for your return you will have to apply a Shenzhen visa on arrival at the border crossing arriving to Shenzhen from Hong Kong. Of course, you can immediately apply for a double entry Chinese tourist visa to avoid application for a Shenzhen VOA on your return from Hong Kong.
Honestly speaking, I sincerely discourage you from a hassle of obtaining a visa and traveling to Hong Kong during your 20 hour layover because this is too short time for such an investment, money expense and time loss. Trust me, you will be satisfied even with some of Shenzhen details during your layover. Anyway, you are those who will make a decision.