My husband is a civil servant in Shenzhen. Can I go to Hong Kong to have a baby?

As long as the application is approved.

After the baby is born, bring your and your husband's marriage certificates and apply for DNA verification at the Hong Kong Immigration Department. After the paternity test, the baby can join the Hong Kong nationality with his father in a few months. Although born in Shenzhen, the cost is much less, but the disadvantage is that the child does not have a birth certificate from a Hong Kong hospital, which means that he was not born in Hong Kong and was discriminated against by his classmates at school.