From Shenzhen airport to Hong Kong

Reading about it makes it look a bit like an odyssey.
From the airport by...
then to the customs/border/immigration
cross a bridge on foot once immigration cleared
and then MTR (train) to your chosen destination in HK
Some say it takes 4 hours , others well over 2.
Remember that if you are going into china, you'll need a double entry VISA.

I'll carry on my reseach. I want to make sure i allow plenty of time for this "transfer" because I'll be there during the 1st week of October, China National Day. Millions of people travelling around.

 Right here is first-hand information on how to get to Comfort Home Shenzen.

Taking into account China's quality of accommodation, it was acceptable.
Staff spoke no word of English. Nothing, nada, rien, not a single word. It was awkward, if necessary, use google translator to communicate if you need to, they've got a computer there. There being on a 10th floor of a massive building, just by an open door of what could be / is a flat.  Just follow the directions given on the booking.com website.
My directions:
When you come out of immigration arriving in from Hong Kong, you'll see a massive square/ plaza, go across the whole length of it, go up to street level, towards the shangri-la hotel (big yellow neon signs, you can't miss it) right in front of you. It's overwhelming the first time you see, particularly at night time.

It's past the shangri-la, on your right your should be able to make out a high-rise with a kind oval thing on top.

Go to google , type the name of the hotel and look at the pictures. What really helped me spot the place was having seen the picture. The big oval thing on top of this high-rise was key. Hadn't been this oval thing, i would still be searching for it. No sign of hotel,no name, nothing. Read the comments people make, look at pics and good luck. At night it is hard to find . Within walking distance of metro and immigration, under 10 minutes if you know where you are going.

Plenty of restaurants around, and a massage place we tried.

It must be said that we were approached by people offering rooms for a bit less than what we paid at the comfort home, so I wouldn't worry if you arrive in shenzhen with no accommodation previously booked. Plenty of hotels around of un-tested quality.

Room was big, old fashined and basic with a stinking friedge but roomy and with clean sheets. Ok.