Moscow - Guangzhou - Hongkong

The first important detail is that it is not 72 hours in Guangdong province (where Guangzhou is), but 144... It was expanded to a more generous option years ago.

Your itinerary is eligible for 144 hour visa free transit and you do not need any kind of visa.

It is important to know that you can leave mainland China toward Hong Kong by either taking a direct flight from Guangzhou to Hong Kong or by taking a direct ferry. So, if you decide to take a ferry you can choose several departure ports like Pazhou (located quite centrally in Guangzhou, next to Canton Fair Complex) or Nansha (south from Guangzhou) or even Shekou in Shenzhen. So, if you decide to take a ferry, you will have to buy your ferry ticket in advance through CKS - Chu Kong Passenger Transport Company website and print it out. You will have this printout with you, ready to present it when needed. Also, you will have to take exactly that ferry that you have bought your ticket for.

You are not allowed to travel to Shanghai because Shanghai is totally different transit area than Guangdong province.

Thank you!

Could I take the high speed train (not ferry) From Guangzhou to Kowloon?

No, you cannot. Train that was eligible for this scheme was a conventional one that has lost a market battle with high speed trains that are not eligible and they are discontinued. So, the solution is - a ferry.