Originally Posted by
Plissken
In that case I would go straight to HK and skip shenzhen alltogether, just walk across the border and have a much more refined experience. I might sound bitter but Shenzhen is really the last city in China for me

I'm pretty sure OP has been to HK a few times.
Sticking to what I mentioned before, Guangzhou would be worth more than a day, so with those time contraints, Shenzhen will be a good choice.