1. You don’t need to wait at the PCR testing site. It’s actually a bad idea staying there, since the site may be crowded.
 2. You can of course take public transportation to the high speed railway station. There’s no restriction imposed to inbound tourists.
 3. You don’t need paper document to enter mainland China.

Useful links:
 - https://enq.evt.gov.hk/evt/web/menu.jsp?
 - https://www.communitytest.gov.hk/en/