One time visa

Well, you cannot use a Shenzhen VOA for such a purpose because a Shenzhen VOA is limited to just Shenzhen city limits. However, you can apply for a regular, single entry Chinese visa that is valid for 30 days and that covers entire country, Guangzhou included. The price for such a regular visa is 971 CNY for US citizens due to reciprocity. You are expected to pay for one by your credit card. You should just prepare rough itinerary and an accommodation booking confirmation for at least for the first overnight. When asked, you will state that you will exit the mainland China by direct train from Guangzhou to Hong Kong - West Kowloon train station. If you already have an itinerary you can even buy such a ticket to enforce your application. Please, be informed that if you decide to do as I have described, you are supposed to do that right at Luohu border crossing and nowhere else.

It will be possible, hopefully very soon, to take a ferry from Hong Kong to Nansha port located south from Guangzhou and to enjoy 144 hour visa free transit valid for entire Guangdong province where Guangzhou is located and then terminate your stay in Macau by taking a ferry from Shekou port in Shenzhen to Macau. However, this option is not yet loaded into Timatic (I have checked it just a minute ago), so it is not yet available. This option, when it becomes available will be a small revolution for all those staying in Hong Kong in order to easily visit Guangdong province, but will not be able to return directly to Hong Kong, but to Macau and after that to Hong Kong. Now when you know, you will decide what is more convenient for your needs.