Take out Zhuwai and spend more time in HK.
I spent 9 nights in HK and one full day in Shenzhen and I could have stayed longer!
If shopping is your thing, then get to LoWu (Shenzhen) around 10am. You could finish up the day at the Queen Spa which is open 24 hours and then train it back to Kowloon (45mins on the train)
I wouldnt take the ferry to Shenzhen and keep criss crossing with transport options.
Ferry to Kowloon after Macau and then train return to LoWu