Hello I want to go from HK to Shenzhen on the fast train for 10 hours. Australian passport

If you want to use high speed train, than you need a visa. However, if your intention is just a visit to Shenzhen and stay there for up to 5 days, you are advised to use one of 3 designated border crossings and to obtain there Shenzhen 5 days visa on arrival. The best way is to take the first morning ferry from Hong Kong to Shekou port in Shenzhen and to obtain a Shenzhen visa on arrival there. The price for Australian citizens is 275 CNY.