If you land in Shenzhen airport and want to go to Hong Kong DisneyLand Park, please make sure that your flight lands early.
There are buses running from Shenzhen Airport direct to Hong Kong DisneyLand Park between 8:20am – 11am, every 20 minutes. The bus fare is RMB150. The bus will go via Huanggang border, and you will need to change to another bus of the same bus company after the border crossing. But this should be easy. Just follow the directions or the passengers in the same bus.
Block A of Shezhen Airport (near the middle gate of the Arrival Hall), or Block B (next to the No.5 gate)