Is it cheaper to fly from Shenyang to Hong Kong or take a train in Shenzhen first?

Hong Kong and Macao passes should be handled at the place where the household registration is located, and it is best to complete the endorsement at the place where the household registration is located. It seems that you need a residence permit to apply for endorsement in Shenzhen, and you can't do it on the spot. The Public Security Bureau promised to complete it within 15 working days.

There are many ways to get from Shenzhen to Hong Kong. You can take the train from Luohu Port and Lok Ma Chau Port, take a one-way trip to 36 yuan, or take the bus from Huanggang Port. Different routes have different prices. If you go to 40 yuan and Wan Chai, you can get there. You can also go to Shekou Wharf by boat, but it's more than one way 100.

Regarding the endorsement, if it is a personal travel endorsement (G), you don't need a travel agency, you can go through customs directly with a pass and a valid endorsement. From Shenzhen to Hong Kong, you need a valid endorsement every time, that is, you need to use an endorsement once from entering Hong Kong to returning to Shenzhen. You plan to play for 4-5 days. If you return to Shenzhen the next day, the valid endorsement should be more than 4 times. If it's only twice a year, it won't work. If it is more than once a year, it will have an effect.

Frequent trips to Shenzhen and Hong Kong are sometimes questioned by customs officers.