One night stop in Shanghai

Actually, you are eligible for 144 hour visa free transit because there is no 72 hour visa free transit in Shanghai for years. Basically, this is something that does not change anything regarding your stay because you have right to stay in wider Shanghai area absolutely visa free.

The first thing you will do upon landing in Shanghai is to approach transit counter where you will present your flight tickets and your hotel booking. After a short check, you will be granted a permit and then you will head to the immigration and finally to the city to enjoy your time on your own. Have a nice journey.

SOUTH AFRICAN LIVING IN HKG.
(permanent resident)

Need exit HKG on train to Shenzhen airport. Stay 2 hrs to board a flight home to SOUTH AFRICA.

Can I do this without a visa or at least Buy a visa on arrival on train boarder on route to airport?

My country is not on the list.

Bruce, you simply have to obtain a 5 day Shenzhen VOA at one of three designated border crossings and with opening hours from 09:00 to roughly 16:30. Simply speaking, there is no other way and there is no other option.

My suggestion is that you appear at Lo Wu / Luohu border crossing in the morning hours where you will apply for a visa. You will fill out the form, the photo of you will be taken and you will also present your flight ticket out of Shenzhen to a third country. The price of a visa is 130 CNY and it has to be paid by card. You will be, practically for certain, be granted a visa since your flight ticket is the best vaccine against any possible rejection.

One more suggestion, do not arrive later than 08:30 at the border crossing because otherwise you could lose your flight because on certain days the amount of applicants could surpass the number of applications that could be normally processed. Just invest some time in your peace of mind. Have a nice and successful journey.

By the way, you cannot use direct trains between Hong Kong West Kowloon train station and mainland China because this is not an eligible crossing since it does not have a visa office. The alternative of Lo Wu / Luohu could be to take the first morning ferry from Hong Kong to Shekou port where you can also apply for a 5 days Shenzhen VOA. Visa office opening hours: 9:00 - 13:00 & 14:30 - 16:30.

Thank you so much for your help Borut.