144 hours visa at Shenzhen Bao an airport

Dear Harley,
Dear Louise,

Thank you for your quick response.
Which train is allowed if not speed train and how to get a train ticket in advance to show at check in at Bangkok airport?

Please advise if same procedure is allowed to be eligible for Shenzhen Bao an airport.
for example. Bangkok to Shenzhen airport by airplane and then Shenzhen airport to Hong Kong by train and Hong Kong to Bangkok by airplane.
Thank you for your assistance, much appreciated.