Then you'd best get a regular Chinese visa in advance, from wherever you are now. You may indeed have a problem if you pop up in Guangzhou with a Shenzhen-only permit. Be advised that from time to time, the individuals of certain nationalities whose countries are in the doghouse with the Chinese gov't are refused Shenzhen 5-day border permits for varying periods of time--in the past, this has variously included the Brits, or the Americans, etc.