Answered by Borut | Jan. 29, 2024 00:43
No, you will have to apply for a 5 days Shenzhen visa on arrival at one of three designated border crossings. You can use 5 days Shenzhen visa on arrival, but you cannot use a high speed train from Hong Kong to Shenzhen. In reality, you can use just three border crossings: Huanggang and Lo Wu (Luohu) keeping an eye on their opening hours: 9:00 - 16:30 and Shekou if you plan to reach Shenzhen by ferry from Hong Kong. Shekou opening hours: 9:00 - 13:00 & 14:30 - 16:30. I suggest you to use Lo Wu that you can reach by MTR, but to arrive there before 09:00 to avoid the queues.
Important detail is that UK passport holder have to pay 834 CNY for Shenzhen VOA due to reciprocity.
After your visit to Shenzhen, you can return back to Hong Kong by taking any border crossing and any mean of transport, high speed train included.