Travelling from Shenzem to Portugal

You will need a visa for the trip due to the bus and multiple Chinese stops

I can get a train ticket from Shenzem to HK if this help

The stops in China is only 1hour and I m not leaving the airport.

Still need Visa?

Unfortunately, yes you do. You simply cannot travel from Hong Kong to Shenzhen on any kind of visa free transit option. Your itinerary simply requires a Chinese transit or tourist visa. Also, your return journey requires a visa too because you cannot use 24 hour visa free transit to cross from Shenzhen to Hong Kong and you cannot be eligible for 144 hour visa free transit because you have two consecutive stops within mainland China. If only you have not bought the ticket with the mentioned itineraries. You are advised to apply for a visa, two entries at Hong Kong CVASC.