No, metro to futian or Shenzhen, transfer to hsr to Guangzhou
the nearest hsr station from shenzhen airport by metro is 福田站.
1. if you are heading to guangzhou southern areas like 广州南站 :
within the airport, there is 深圳机场站, which is part of the guangdong intercity railway network. different from the hsr network. there are 3 services per day towards the southern outskirts of guangzhou at 番禺站, which is right next to the hsr 广州南站. train is slower but train fare cheaper. free seating.
based on the very high frequencies of hsr trains to 广州南站 from 福田站, you might be able to reach earlier using hsr, you will have to compare.
2. if you are heading to guangzhou central areas like 广州东站, then 福田站 hsr make better sense.
guangdong intercity railway network map ( not hsr, not metro )
for those interested, can save this high resolution map of greater guangzhou area intercity rail and metro lines map.