Visa application

It seems that you have forgotten to present several details of your entire itinerary. So far we only know you are Canadian that, obviously, has stayed in Shenzhen for some time, presumably on 5 days visa on arrival scheme and now you ask if you would be allowed to return back to Shenzhen using again visa on arrival option. Am I right? If I am right, you would be technically allowed to enter to Shenzhen on a new 5 days Shenzhen visa on arrival, but you can never know if the border authorities will be liberal enough to allow you a second visa on arrival in the short time frame. I would say, if you take the first ferry from Hong Kong to Shekou port in Shenzhen that your chances will definitively increase because it is quite inconvenient to turn people back to Hong Kong when they have already arrived in Shenzhen. So, I would say that your chances would be very good by taking a ferry, but do not plan to take a third one because by trying to get a third one within short time, would almost certainly be rejected.