Unfortunately it was a 1-entry visa, which meant if she used it for Shenzen she couldn't get back in the following day for her tour, and they wouldn't let her buy one for Friday.
That was a bummer, but really, it was a nice train trip and we decided to go home and go somewhere nice for dinner instead.
Except we were stuck! We had already gone through immigration but hadn't gone through customs and we couldn't find a way back to departures! We were stuck in no-man's land for quite a while. We wandered around trying to find an english speaking guard, and we got shuffled from person to person - each who took our 3 passports away, until finally we were taken to the interview office. We were half expecting cameras to come out to shoot some kind of "Border Security" show!