I'm based between Shanghai and Beijing these days and my company has a proxy service in place for other reasons that also opens up blocked blogging sites, FB and YT. I don't really use the service. Plus, I'd generally rather be out and exploring the city and learning more about the place.
So, another option is to not worry about it and enjoy your time in Shenzhen. If you get desperate, you can always quickly hop over to Hong Kong where everything is accessible. It's only about an hour or so away on the train.