Australian passport go to Shenzhen from Hong Kong by bus or train

If your itinerary is HK- Shenzhen - HK, it is not eligible for the 144-hour visa-free transit. However, you are eligible for the 5-day Shenzhen visa on arrival. But high speed train is not possible to get the VOA, and you can only take a ferry or bus to Luohu, Huanggang or Shekou Ports.