I think overall you have a good chance.
If you arrive in HK at 6pm by flight
1) don't get out of the airport and don't get your luggage. stay inside the airport and, find the connection counter for "fei(1) Yi(4) ting(3)" to Shenzhen FuYong. they will transfer your luggage from flights to the boat. It should take 30 mins.
2) Wait for the Fei Yi Ting at a specific terminal, say 30 mins.
3) Take the Fei Yi Ting to Fu Yong in about 50 minutes
4) Customs at FU YONG only takes 15 minutes
5) Shenzhen Airport is about 15 minutes' taxi from Fu Yong.
Overall, I think you have good chance of arriving in the ariport by 9pm. Anyway, it depends on the schedule of your own flight and the Fei Yi Ting.
Also I think you don't have to book any hotels beforehand. Just go to the counter of China Travel Agencies and pick up the cheapest hotels from their. It's OK. Last time I got HKD500 at Imprerial Hotel.