My route will be from Seoul to Shenzhen to HK to Canada, is this eligible for 144 visa free permit?

Actually, an itinerary:

Seoul - Shenzhen - Hong Kong

Is eligible for 144 hour visa free transit, but you will have to present a ticket of the transport option that will take you out of mainland China. Your hotel reservation and onward flight booking out of Hong Kong are fine, but a ticket for your travel from Shenzhen to Hong Kong is also required.

I suggest you to book a ferry (catamaran) ticket through CKS - Chu Kong Passenger Transport website from either Shekou or Nansha to Hong Kong. Also, you will have to print out that ticket and have it with you as a proof of your real transit intention. Also, you really have to take exactly that ferry you have bough the ticket for.

If you do as mentioned, you will travel with absolute peace of mind and visa free, of course. Also, the area you are allowed to move and to explore is entire Guangdong province and not only Shenzhen area.

When I leave Shenzhen to HK, can I take High Speed Rail from Shenzhenbei to HK West Kowloon instead of taking ferries?

Unfortunately, you cannot. There is no a single eligible train option. You are strongly advised to take a ferry.