Is there a direct bus or train from Shenzhen to Zhongshan and tanzhou town?

There is no direct train or bus from Shenzhen to tanzhou town.

You can take a bus at Shenzhen Luohu Port "Overseas Chinese Society" or futian bus station to Zhongshan Bus Station or Zhongshan Hua Fu Hotel, and then take bus 1 and transfer at People's Hospital Station. Bus No.22 and No.39 can go directly to tanzhou town. But no.39 is better and faster, and no.22 has to go around many roads to get there.