Originally Posted by
moondog
CAN is north of Guanghzou, and Guangzhou South Stn is south of Guangzhou (obviously). There is no pleasant way to make that connection.
SZX is a little better situated wrt HSR, but if you want to go from there to HK, bus via Shenzhen Bay is a little easier. You take one bus to the border, and can take other buses (using the same ticket) to many places in HK or just jump in a taxi or Uber (which, is what I usually do if I'm traveling with a colleague or two).
If I had to go from SZX to HKG with no stop-overs, I'd cross at Shenzhen Bay by car/bus or take the ferry directly. Traveling via SZ Metro/HSR/Airport Express is a round about way of getting there. Of course if you've got time to spare and wish to spend it on trains by all means go for it.