How many 24hr visa free transits can I do?

Part one:

I understand what you ask. In order to accomplish your planned itinerary you should keep in mind the following details:

Your first segment from Bangkok to Hong Kong via Shenzhen has to be done in the following way:
- You should count that you will have to stay in Shenzhen area at least a minute more than 24 hours in order to become eligible for 144 hour visa free transit because 144 hour visa free transit allows you to proceed to Hong Kong visa free.
- You will have to buy a ferry ticket from Shekou port in Shenzhen to Hong Kong before your departure from Bangkok, you will then print out that ticket and have it with you at hand. Again, take care that your ferry tickets departs at least a minute longer than 24 hours after your landing in Shenzhen. You will buy this ticket through CKS - Chu Kong Passenger Transport company.
- You will just declare in Bangkok at the time of check-in that you are traveling to Hong Kong via Shenzhen using 144 hour visa free transit and here you will present your ferry ticket. They will check this detail through Timatic and after a short check you will be allowed to board the plane.
- Upon your arrival in Shenzhen, you will approach transit counter where you will apply for a temporary entry permit where you will present your ferry ticket and your hotel booking confirmation. This application is free of charge and a formality, but it has to be accomplished. After this, you will be allowed to exit the airport.
- Please, have in mind that you will really have to take a ferry that you have bought your ticket for.

Part two:

You cannot use visa free transit or any kind for your second segment because only the entries by air are valid for 24/144 hour visa free transit in Guangdong province. However, you can rely on 5 days Shenzhen visa on arrival that you can obtain at three designated border crossings:

- Lo Wu (Luohu), open 09:00 - 16:30, you can reach it by MTR train from Hong Kong and apply for this visa exactly there. Please, have in mind that you should be at the border crossing even a bit before than 09:00 because a demand for Shenzhen VOA is high.
- Huanggang, open 09:00 - 16:30, you can reach it by taking a bus, but this one is not recommended.
- Shekou, open 9:00 - 13:00 & 14:30 - 16:30, you can reach it by ferry directly from Hong Kong. This is the same port you will probably use to reach Hong Kong. Take care of the opening hours and take a ferry accordingly.

The process of application is straightforward and you do not have to bring any documents, photos or similar, but as a purpose of visit you can state a flight out of Shenzhen to London. The only drawback here is the price of visa for UK citizens - 834 CNY that should be payed by card. This price is the result of reciprocity between China and UK.

You can take a flight from Shenzhen to London, but you should have in mind that this flight is not allowed to take any additional landing within mainland China. Under the assumption that you plan to take a Shenzhen Airlines flight to London, this is perfectly fine.

Basically, this is it. Also, there is no limit on how many times you can use 24 or any other visa free transit scheme... You can use them on a daily base if you want.

Oh dear, I'm confused why this doesn't count as 24 hour visa free?

And I thought this was allowed for transit using plane, ship or train?

Simply speaking, you cannot use 24 hour visa free transit in Shenzhen to enter Hong Kong without taking a flight. You can, for example take a flight to Shenzhen, then take a train to Guangzhou and fly to Hong Kong. That would be fine for 24 hour visa free transit. However, you cannot take ship or train during 24 hour visa free transit to travel to Hong Kong. This is only allowed under 144 hour visa free transit. So, you will stay in Shenzhen for just a bit longer than 24 hours, like this you will become eligible for 144 hour visa free transit and you can then take a ferry to Hong Kong as I have described above.

For your journey back you cannot use any visa free transit scheme by ship, train or bus because only the entry by plane to Guangdong province can be used under 24 hour visa free transit. In other words, you can fly from Hong Kong to Guangzhou, then take a train to Shenzhen and after that depart from Shenzhen to the next country.

To summarize, you can do exactly as I have explained and I understand that these formalities and details complicate your travel plans, but this is the only way how you can accomplish it. I'm sorry.