we had planned to use hkg or mfm for departure.... Our flight to shenzhen is soon and Chinese embassy is within protest zone in bkk :/ maybe we'll skip this sidetrip and fly to sun and beach instead

If you can't get there in person, you might want to try calling them and seeing if there's anything they can do to help your cause (i.e. ask if they can issue a VOA approval in advance of your trip, though I'm somewhat doubtful that SZX has the ability to handle the back-end of this process).