I would like to fly from London to Bangkok with 21h layover in Shenzhen Bao'an International Airport

You can do that, but only if you are flying your entire journey with Shenzhen Airlines. You will be covered by 24 hour visa free transit. In order to be able to exit the airport, you will approach, immediately upon landing, for a temporary entry permit at 24/144 hour visa free transit counter. This application is for free and there you will present your onward ticket and if you plan to stay at the hotel because of of layover duration, you will also present your accommodation booking confirmation, please in hard copy, that will almost certainly allow you to leave the airport and to explore the city as well as to have a good night rest.