Shenzhen - confused

Actually, your itinerary is eligible for 24 hour visa free transit and you don't need any kind of visa. Upon your arrival in Shenzhen, you will approach 24 hour visa free transit counter where you will apply for a temporary entry permit. This permit is not a visa, but a permission given by Chinese immigration authorities to exit the airport during your layover time. Since your transit time is very long, your chances to be granted this permit are very good. If your layover is during the night, you are advised to book your accommodation in advance and to have a confirmation printout with you.