You've probably already visited in July and now its 6 months later but in case anyone is wondering...
Guangzhou East to Shenzhen (Luohu - the border) 广州东-深圳罗湖is a little over an hour at the DongChe 动车 speed
Guangzhou South, really far down there but on a subway line, connects to Shenzhen North in a little over 30 mins. 广州南-深圳北.
One of these is right for you, depends on your specific destination in GZ and SZ I guess.
---------If you're feeling lucky, run through the gate at the last second before boarding closes and scream 补票 bu piao and you can pay for your ticket once you get on the train with the conductor in the 餐车 eatery car. I've seen multiple people on multiple occasions (and myself) pay for their full fare full length ticket while on the short train ride