I heard that you could get a mini bus/taxi from the toll at DB that would take you through the border to Shenzen. Does anyone know anything about this?
You can arrange for a Taxi to wait for you at the Discovery Bay Tunnel Toll Plaza. (Try Green Taxi Drive Mike : 9288 8097, around HK$270 to Sheung Shui Station takes under 50 minutes). Alternatively take bus to Sunny Bay, MTR to Tsing Yi and Green Taxi from there, Taxi is HK$200 and whole trip takes 1 hour).