Huánggǎng (皇岗) is a very popular border for buses and cars, and it is open 24 hours round the clock in both directions. Most of the buses from Mongkok, Wanchai etc. cross here. And you can get the 5-Day-Shenzhen visa here too!
Firstly get off the bus at Hong Kong immigration, with all your luggage Go through the Hong Kong passport exit check, find your bus after you exit the building It’s another 1Km bus ride to the China immigration building Get off the bus, follow the flow of the people to the immigration hall The passport check is on the right hand side – but since you have no visa you go left to the sign saying Port Visa
Get the 5 day Shenzhen visa form and fill it
Hand it to the counter, and wait Waiting time is usually just a few Minutes.