Is there HSBC in Shenzhen?

Yes There are three HSBC banks in Shenzhen: two business halls and one self-service. According to Baidu map query:

Hongkong and Shanghai Banking Corporation (Shenzhen Futian Central Sub-branch): located in Building 3, Kerry Construction Plaza, No.4 Zhongxinsi Road 1- 1, Futian District, Shenzhen, Guangdong Province.

24-hour self-service bank of HSBC: located at Room 03D, Floor 3, Kerry Construction Plaza, No.4 Zhongxinsi Road 1, Futian District, Shenzhen.

Hongkong and Shanghai Banking Corporation (shenzhen huaqiang North Road Sub-branch): located at the North Zone 1 Building of Shengtingyuan Hotel, No.4002 Huaqiang North Road, Futian District, Shenzhen, Guangdong Province.