Exit Guangdon by train (to Hong Kong)

That is outdated information and you were given the correct information here. Exit by rail is not allowed now. Several sea ports are allowed but you must have your onward ticket in your hand when you fly to China. The latest Timatic says this: Nationals of Switzerland with a confirmed onward air, bus or cruise ticket to a third country within 144 hours, starting from 00:01 on the day following the day of entry. They must:
- arrive at one of the following airports: Guangzhou (CAN), Shantou (SWA) or Shenzhen (SZX); and
- depart from one of the following locations:
Airport: Guangzhou (CAN), Meixian (MXZ), Shantou (SWA), Shenzhen (SZX), Zhanjiang (ZHA);
Highway port: Futian Port, Hengqin Port, Huanggang Port, Luohu Port, Man Kam To Port, Shenzhen Bay Port, Shenzhen Shatoujiao Port, Zhuhai Gongbei Port;
Sea port: Dongguan Humen Port, Doumen Port, Foshan Gaoming Port, Guangzhou Port, Heshan Port, Jiangmen Port, Jiuzhou Port, Lianhuashan Port, Nansha Port, Rongqi Port, Shekou Wharf Port, Shenzhen Airport Supporting Port, Wanshan Port, Wanzai Port, Zhongshan Port; and
- have documents required for the next destination.