Excuse me, is Shenzhen to Guangzhou Railway Station the East Railway Station or the South Railway Station?

This depends on the station written on the train ticket you bought. The stations in Guangzhou are clearly written, either Guangzhou Railway Station (in Yuexiu District), guangzhou east railway station (in Tianhe District), Guangzhou South Railway Station (in Panyu District) or Guangzhou North Railway Station (in Huadu District).

The names of three stations in Guangzhou have appeared in your topic, so just look at the ticket and see what station it is, unlike some places, high-speed railway station and ordinary railway stations are together.