Vietnamese passport holder

Hi ,
I'm a Vietnamese passport holder currently in Shenzhen with a valid Chinese visa. I will visit another country by fly directly from HKIA. My trip is going to be like below:
Shenzhen airport (by ferry) - to HKIA - fly to New Zealand.
Fly from New Zealand- to HKIA- take ferry back to Shenzhen airport
My question is:
1) Am I correct that I do not need to apply for a HK visa since I will only transit in HKIA. I assume I will have to go through custom /immigration at the Shenzhen airport , not HKIA.
2) I tried to buy the ferry ticket at the website cksp.com.hk but the website was asking me to select the airline , however the NZ aireline where i booked my ticket from is not in the list. How can I resolve that issue? Is there any other method to buy the ferry ticket?
Thank you,