According to the official website of China Railway Corporation, there are indeed trains available from Zhongshan Railway Station (湛江火车站) in Guangdong Province to Bao’an District () of Shenzhen City, which is connected by a separate railway line.

To get to Bao’an District from Zhongshan Railway Station, you have two options:

  1. Take the CR6100 series high-speed train: This train route runs from Zhongshan North Railway Station (湛江北站) to Shenzhen West Railway Station (), and then take Line 7 of the Shenzhen Metro () or get off at Bao’an Xi’ Road Station (). From there, you can easily reach your destination using local buses.

OR

  1. Take a CRH380 series high-speed train: This route runs from Zhongshan North railway station to Hong Kong West Railway Station (), then take a bus or taxi from the Hong Kong Special Administrative Region (HKSAR) () to Bao’an District, Shenzhen City.

Please note that these routes and services can be subject to change.