Which line should I take from Shenzhen North Railway Station to Nanyou Subway Station?

You can take subway line 5 and change to subway 12.

Other routes are as follows: You can take Metro Line 5 and transfer to Metro Line 9.

You can also take M527 bus from Metro Line 5.

You can also take bus No.74 and No.81directly. The advantage is that you don't have to transfer, and the fare is cheaper than the subway, but you need to walk 1 to 2 kilometers to get to your destination.