Vietnam passport holder

Yes, you are correct. You should just have in mind that your flight from Shenzhen to HCMC has to be a direct one or to be even more specific, a nonstop one. It is not allowed that your flight from Shenzhen to HCMC has any additional landing within mainland China of any kind.

You are advised to be at Lo Wu (Luohu) border crossing at least at 08:30, i.e. before the opening hours of Luohu visa office to avoid major queues. Also, the amount of 130 CNY should be paid in cashless form by a card. At the time of your application it is recommended to present your flight ticket from Shenzhen to HCMC.

Dear Borut,
first of all, thanks for your reply.
because my nationality is Vietnamese, so I am a bit worried when Shenzhen - Luohu Port won't approve VOA 5 days for Vietnamese citizen and I will get stuck at the border due to my hongkong visa is single entry. will anything be guaranteed that shenzhen goverment will approve?

No one can guarantee this. You will just know the result the last moment at the border. But if you have a ticket leaving from Shenzhen to Vietnam, the chance of approval will be quite high.