Shenzhen Bao &;an Airport has a bus to Disney. Take Shenzhen Bay Port.
Shenzhen Airport Disney Line costs 150 per person.
Location: Platform C-212, GTC Ground Transportation Center, Shenzhen Airport New Terminal Building
Although the bus fare is a little more expensive, it will save time than if you change to Shenzhen bus at Shenzhen Airport, then go to the port for customs clearance, and then take MTR to Disney.