US citizen - to Shenzhen

No, this is not possible. You can use 144 hour visa free transit by taking a ferry from Hong Kong to Shenzhen (Shekou port only), but after your stay in Shenzhen you would have to return first by ferry to Macau and then from Macau to Hong Kong. Like this, you will be eligible for 144 hour visa free transit that is valid for Shenzhen and the rest of Guangdong province. Please, have in mind that, if you decide to use this option, you will have to buy Shenzhen to Macau ferry ticket in advance, even before you depart from Hong Kong, to print it out and to have that printout with you at hand as a proof that you will be really in a transit. Also, you will really have to take exactly that ferry you have bought your ticket for.

In my opinion, if Shenzhen is your only destination within mainland China, I would suggest you to rely on Shenzhen 5 days visa on arrival that has quite an affordable price of 130 CNY that you will pay at the Lo Wu / Luohu border crossing. You are advised to arrive at Lo Wu / Luohu border crossing not later than 08:30 because Luohu visa office opens at 09:00. You need your passport, the photo of you will be taken there and you will fill out a form. After you have paid the fee, you are free to stay in Shenzhen for up to 5 days and in this case you can return directly to Hong Kong by high speed train from Shenzhen without a need to go to a third region.