Hong Kong to Shenzhen via ferry

I plan 2-3 days in Hong Kong before heading to Shenzhen and would like to go by ferry i hold a Chinese 10 year visa with 3 years remaining. When traveling by ferry, do I clear Chinese immigration in HK ferry station or in
Shenzhen? Is there a problem that my visa is in an expired passport while I will be using recently issued visa.
Thanks for your help