Answered by Borut | Oct. 24, 2023 03:02
Nominally, your itinerary is eligible for 144 hour visa free transit, but you should be aware that you cannot take a train from Shenzhen to Hong Kong because this is not an eligible way how you can depart from Guangdong province. You are supposed to take a ferry from Shekou port in Shenzhen to Hong Kong. In other words, you will buy your ferry ticket through CKS - Chu Kong Passenger Transport Company in advance even before your departure from Australia. You will also printout that ticket and have it with you because this is the proof that you will be in a real transit. Also, you will have to take exactly that ferry you have bought your ticket for.
As far as your return to Shenzhen is concerned, do I understand properly that you want to travel from Macau to Shenzhen in order to take a flight from Shenzhen to Australia? If I am correct, you cannot use here any visa free transit scheme, but you will apply for a Shenzhen 5 days visa on arrival upon your arrival by ferry to Shekou port. After you have obtained a Shenzhen visa on arrival, you are allowed to take a flight out of Shenzhen on a nonstop flight out of mainland China.
You should just be aware of the opening hours of Shekou port visa office: 9:00 - 13:00 & 14:30 - 16:30. Also, the price of this visa for Australian citizens is 168 CNY, payed exclusively by card.