Just want to document on the route going to Shenzhen Bay port via Yuen Long on B2 bus. If you some how in Yuen Long and want to cross over to Shenzhen, you can use the B2 bus to cross over.
The bus main departure is at Yuen Long mtr station but you can get it along the Castle Peak Road..
This the Shenzhen Bay port terminal.
These buses are from the Kowloon side and the Island side, all passenger need to get off and take their luggage to cross the immigration of HK and China.
You see the sign direct you to the immigration Hall. When I cross over the weekend, only one window on the China immigration was open. Not many foreigners cross from here, mainly because on the Shenzhen Bay is more of a connecting point to other area of China. Most local Hong Konger and Mainlander use this crossing to go to somewhere via Bus or private rental car.
No subway/metro at the moment. Either local bus or taxis to take you where ever you want to if want you just want to hang around in Shenzhen.
Hope this is helpful.