Answered by Borut | Apr. 22, 2024 05:23
This is a quote/excerpt from official National Immigration Administration website that clearly says:
The second measure relieves foreign nationals eligible for 24-hour visa-free transit at major hub airports such as Beijing Capital International Airport from the need to undergo inspection procedures. Foreign nationals eligible for the 24-hour visa-free transit policy are exempt from border inspection at nine international airports in China: Beijing Capital International Airport, Beijing Daxing International Airport, Shanghai Pudong International Airport, Hangzhou Xiaoshan International Airport, Xiamen Gaoqi International Airport, Guangzhou Baiyun International Airport, Shenzhen Bao'an International Airport, Chengdu Tianfu International Airport, and Xi'an Xianyang International Airport. Individuals with international interline tickets transiting to third countries and regions within 24 hours through any of the aforementioned airports may enjoy visa-free direct transit without border inspection procedures.
As you can see, Shenzhen is clearly mentioned, so the answer is, you do not need any kind of visa. Enjoy your journey.