Good morning
The bus info on travelchinaguide is the same table as on the wikishenzhen site.
The "business bus" with no need to exit for immigration looks very interesting -- especially to avoid the transfer problem for the second bus. Unfortunately, the earliest business bus leaving SZX is at 10:15.
The regular bus table only mentions Kowloon station, but some posters have mentioned that other buses will go straight to Central. Will see at counter A08/B04.
So, will aim to take the bus in the morning and return via trains to test both paths.