Do I need a passport when flying from Taiwan to Hong Kong and transiting to Shenzhen?

For Taiwanese, you can enter Hong Kong with the Taiwan Compatriot Permit, and you can enter Shenzhen with the Taiwan Compatriot Permit.

Of course you need it, as long as you need it for transit!

No passport is required, you can go directly to Shenzhen without entering Hong Kong, and you need a Hong Kong and Macau Pass to enter Hong Kong.

Need not

Hong Kong and Macau Exit Permit or Passport