Answered by Borut | Nov. 22, 2024 00:52
Based on your entire situation, the only option is to rely on 24 hour visa free transit. In other words, when you have more than one stop within mainland China, regardless of the nature of those stops, you can only travel on 24 hour visa free transit. Even if your checked-in luggage has been tagged all the way to Shenzhen, the situation would have been the same because you would have had cleared the immigration at the first stop in mainland China and that is Beijing in your case. Use of 144 hour visa free transit is only allowed when you have just one stop in mainland China.
So, if you do not plan to obtain a Chinese visa, you will just buy a train ticket from Shenzhen to Hong Kong, but you should be careful that your departure from Shenzhen cannot be later than 24 hours after your scheduled arrival in Beijing! You will easily buy your Shenzhen to Hong Kong train ticket online. When you buy one, you will print it out and have it at hand because it will be a proof of your real 24 hour visa free transit intention.
Please, have in mind that you will really have to take exactly that train from Shenzhen that you have bought your ticket for.
Just to explain one additional detail. The first thing you will do upon your landing in Beijing will be to approach 24/144 hour visa free transit counter where you will apply for a temporary entry permit in order to be allowed to exit the airport. Here you will present your flight and train tickets. Shortly after, your permit will be granted and you will head to the immigration, then to collect your luggage and to catch your flight to Shenzhen. You do not have any specific formality to accomplish in Shenzhen, but to collect your luggage and to head to the train station to catch your train to Hong Kong.