I am aware that sky pier and ferry service are open for SZ to HK at the moment, but not sure about the exact procedures and eligible airlines. The part of "upstream check in services" from the HK airport announcement confuses me a bit, since i have never used the pier before and I have no idea what is what there.
link to the announcement: https://www.hongkongairport.com/en/transport/mainland-connection/ferry-transfer.page