Barcelona to SZX to HK

You can use the ferry or the train to exit Shenzhen under 24 hour visa free transit, but I do not recommend it because the wording that is presented in Timatic is not clear enough and it may result in rejecting you from the plane boarding. I would suggest you something slightly different. If you stay in Shenzhen area for more than 24 hours, you immediate becomes eligible for 240 hour visa free transit and you can leave Shenzhen to Hong Kong by train or ferry without any problem or doubt. You should just buy your ferry or train ticket in advance, even before your departure from Barcelona. You should print out your ticket and have it with you at hand because you will have to present it in both Barcelona and Shenzhen. Have a nice journey.

I'm not sure I understand sorry. Shall I book my ferry/train for after 24 hours you mean? I'm flying Air China, would hate to get rejected from boarding.

To simplify, your train or ferry tickets should be 24 hours and at least one minute more later that the time of your scheduled arrival in Guangzhou.

If your scheduled arrival time in Guangzhou is 10:00 (10:00am), your scheduled departure time by ferry/train from Shenzhen or Guangzhou should be at 10:05 (10:05am) the next day. This option makes your transit eligible for 240 hour visa free transit.

I will repeat that, according to the rules, you would have been eligible for 24 hour visa free transit even if your train departs just a couple of hours after your landing. However the main problem in 24 hour visa free transit is the fact that in Timatic it is nothing written about possible taking of anything else than planes. Since you are flying with Air China, they should be familiar with the detail that you can take a ferry or a train within 24 hours, but this is something that I cannot guarantee. I can only guarantee that you will be allowed boarding if you allow more than 24 hours when you land in Guangzhou.