Is HKD accepted in Shenzhen?

I am a Kazakhstan passport holder living in Hong Kong with student visa. I have heard the visa requirement is lifted for Kazakh citizens and wanted to visit there for a day. I am planning to take east rail line and leave from the lo wu/ lok ma chau. I was wondering if I can use HKD there or is there any place when I leave the MTR to exchange money? what will I need for public transport? Would be glad to know
Kind regards
Betul Turel