Baggage check in for Ferry to Shekou Port

Hi, I'm Indonesian pasport holder with chinese visa and have planned to visit Shenzhen in July2024. I will be taking Singapore Airlines to HK and go direct to Shenzen via Ferry. My question is mainly on how my baggage will be transfered to Shekou Port and understand that I can buy ferry ticket at Transfer desk E2 at HKIA and no need to go through the HK immigration, is this correct. Thank you.