Don't know how much or how long the bus service takes, but there's also a ferry option from HKG to Shenzhen airport. I believe it costs HK $210 and takes about 45 minutes. Make sure your destination is the Shenzhen Fuyong port using the TurboJet Sea Express ferry, not the Shenzhen Shekou port.

Here's the related links:
http://www.hongkongairport.com/eng/a....html#schedule
and http://www.turbojetseaexpress.com.hk...ule_fare_table

Since your flight arrives at 4:00 PM, make sure you coordinate your ferry departure with your airline departure from Shenzhen airport.