Answered by Borut
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Jun. 18, 2023 03:21
You are definitely allowed to do exactly as you have written. There is no restriction on the way how will you exit Shenzhen. Beside the high speed train, you can even fly out of Shenzhen on a nonstop flight to a third country. Please, just be informed that waiting times at the border crossing could be long and this is the reason why I always suggest to the passengers for Shenzhen to take a ferry from Hong Kong to Shekou port in Shenzhen. If you decide to do that, you should be aware of the opening hours of Shekou visa office: 9:00 - 13:00 & 14:30 - 16:30.