Crossing from Shenzhen to Hong Kong isn’t as bad as you think, in fact it’s rather painless
I suggest you read the process yourself at https://www.coronavirus.gov.hk/eng/come2hk-scheme.html
First priority is you need to stay in Guangdong province for 14 consecutive days. Without doing this you are ineligible for quarantine free crossing
Next you need to book your crossing. This can be done 14 days in advance. Make sure the details are correct. https://www.quotabooking.gov.hk/nonresidents_cbt_booking/index_hk.jsp
Next step is complete the china customs declaration form. This can be done 24 hours ahead and you’ll get a qr code. This will save you time
You also need to convert your code (GHC) to generate a HK code (see pic below). Follow those steps. You can get a local community test, no need to get a hospital one. I suggest you save the screenshot. You can continue to use the normal healthcode in the meantime
Download the ‘leave home safe’ APP. They require this at the exit but no wifi or phone signal will be present. So do it ahead of time.
After you exit you can get a taxi tl wherever or a local bus. I got bus B3M to Tuen Mun MTR station. Then can go anywhere. It’s up to you.
If you stay at a hotel they will require to see your HK greencode, triple vaccination proof (can use the international travel form or hospital form). That’s about it. Business as usual.