For anyone heading up to Shenzen the HSBC ATM after you clear customes is 'closed for rennovation'. There is no info on where to find another one and the BOC ATM wouldn't give cash to me and several others.
You can however find another HSBC ATM about 5 minutes walk away. It is on the outside right hand side of the Shangri-la building. Just walk straight toward the hotel then take the underpass on your right.
Also despite a huge Xmas treet there is nothing Xmasy at Lo Wu - just the usual stuff for sale.