Answered by ZUPAN
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Dec. 30, 2019 11:44
Actually, you cannot take a cross border train. You will take a train until Lo Wu where you will clear Hong Kong formalities and after that you will walk some 100 meters to reach mainland Chinese crossing called Luohu where you will apply for a Shenzhen VOA. After you have obtained a Shenzhen VOA, you will proceed to the center of Shenzhen by metro.
After your stay in Shenzhen, you are allowed to return to Hong Kong by any mode of transport including a high speed train to West Kowloon railway station.
The only drawback for US citizens is the price of a Shenzhen VOA that is exactly 956 CNY.