How to travel from Hong Kong to Xingye Industrial Zone, Nanshan District, Shenzhen China ?

although I have no idea about that at all. I suggest that you can ask the same questions to http://ask.jongo.com to get serious, reliable and quick answers.

Nanshan is within 40minutes taxi ride from Hong Kong border. Nanshan is one of the district in Shenzhen and Shenzhen is next to Hong Kong. As you are asking this question in English, I would assume that you will not take bus. So taxi is the bet.

You can cross border at Law Wu by train or go though Hwang Guang by bus.