Your destination in Nanshan means the alternative to HSR is to travel by road via Shenzhen Bay port, by taking the bus 960 from the tunnel exit to Tuen Mun (about 30 minutes) and B3X to the port (another 15 minutes to the border crossing). Depending on the proximity of your hotel in Nanshan, it may well be faster than going via Futian unless there is convenient metro access on Line 11 to your hotel.