Hello, I am Australian passport holder.

To be eligible for 144-hour visa free transit, you need to fly from HK to Shenzhen or nearby Guangzhou and then go onward to a third region, like Macao by ferry.

A more easier way for you to stay a few days in Shenzhen is to apply for a visa at the border between HK and Shenzhen. It is valid for 5 days and you can then return back to HK by any transport means.