I will add details about traveling to Hong Kong and staying in Shenzhen at night. Thank you.

I don't recommend doing this. Wasting time, tired and annoyed.

Accommodation in Hong Kong is not as expensive as you think. I just got back from Hong Kong and spent Halloween with a friend.

There are many hotels and small hotels on Nathan Road in Mong Kok, and the prices are very cheap. From 9: 00 pm to 9: 00 am the next day, there are hundreds of hotels that can choose 250 Hong Kong dollars. Just go to them from Shenzhen early in the morning.

If it's too much trouble, you should make a reservation online about 2 weeks in advance.