A couple of points to add:

- When traveling from Shekou to HKIA, you are considered as a "connecting passenger" as far as the airport is concerned. If you purchased an airline ticket departing from HKIA, the airline didn't know you'd be coming in via ferry so it would have collected the Departure Tax of HK$120 as part of your fare Since you don't owe the tax if you take a cross-border ferry directly to HKIA, you can get a refund of the departure tax in cash when you get to the airport. That takes off HK$120 from the ferry fare. This might (or might not) also happen if you can take a bonded bus from Shenzhen that only drops you off inside the departure area of the airport without having to clear HK Immigration at the Shenzhen border or the airport (if such a thing still exists - I vaguely remember reading about it before but I could be mistaken). But I don't think this would apply to shared mini-van service.

- You can only take the HKIA-Shekou ferry if you are arriving or departing on a flight. That is, you can't take the ferry from Shekou to HKIA and then enter HK instead of departing on a flight. They check your flight reservation before boarding the ferry in Shekou. The "no entry to HK via the ferry" rule is strictly enforced, so much so that if you arrive by ferry and your flight was cancelled and you are re-accomodated on a flight other than the same day, your only option is to go back to Shekou on the next ferry and stay the night there (or come back to HK via another route) - you cannot enter HK via the HKIA ferry under any circumstance, even in an extraordinary situation such as a flight cancellation.