The HKIA to Shenzhen Fu Yong ferry service has been discontinued, at least for now. The Fu Yong pier is closed due to various construction projects locally.
Your easiest alternative is now the bus via Shenzhen Bay crossing. Note that you need to allow two hours for this trip, and the bus runs only every 60 minutes:
trans-island.com.hk/eng/china-line_szj.htm
Alternatively, the quicker method is to take bus Airport Bus A43 to Sheung Shui MTR station, then catch the train across the border to Lok Ma Chau (not Lo Wu). Go through the immigration checks and walk across to Fu Tian and then catch a taxi to the airport. This will take near two hours as well but A43 runs more frequently than the Trans-Island bus.