can i fly into shenzhen and out of honk kong, or vice versa, taking the train or ferry between?

Jon, since you are a citizen of Thailand, you can travel between Hong Kong and Shenzhen and vice versa without any problem by taking any mean of transport and using any available border crossing absolutely visa free and without bothering yourself about 24/144 hour visa free transit stuff because the citizens of Thailand can enter, stay and explore entire China absolutely visa free for a period of up to 30 days. Also, you can fly into Shenzhen and proceed to Hong Kong by train or in any other way and vice versa. Your passport is perfectly enough for something like this.

I'm not Thia. I'm British

OK, this is something different and based on your initial post, it was not clear what passport do you carry.

So, you can definitely fly to Shenzhen from a country different than mainland China, then stay for up to 144 hours in the entire Guangdong province and then travel by train or ferry to Hong Kong. This is a travel on 144 hour visa free transit and no visa is needed.

The detail you will have to do before your departure toward Shenzhen is to buy your ferry or train ticket from Guangdong province to Hong Kong in advance as a proof that you will be in a real transit between X country before Shenzhen and Hong Kong. You will print out that ticket and have it in printed form at hand, ready to present to relevant authorities. Also, you should know that you will have to take exactly that ferry or train that you have bought in advance and presented at the time of your arrival in Shenzhen.

At the time being, Timatic still does not present the possibility to take a ferry from Hong Kong to Guangdong province and then to travel from Shenzhen to Guangzhou as possible although some documents show that such a possibility will be a reality in the near future.

To conclude, at the time being, only X country - Shenzhen - Hong Kong is possible and the other way around not, although even that direction could become eligible very soon. In other words, taking a ferry or a train from Hong Kong to Shenzhen is not yet formally loaded into Timatic.