Any port is far away because HKU is on Hong Kong Island. Conveniently, Lo Wu and Futian Port are both subway stations, one is Lok Ma Chau subway station and the other is Lo Wu subway station, both of which are the terminal stations in east rail line. Take "Mong Kok East" to Argyle Street, walk for 5 minutes, take 904/905 to Laundry Choi Street, get off at Shandao Station/Junyi Building Phase II Station, and walk up the hill for more than 10 minutes.

This is the quickest way. I am a student of HKU, and I travel to and from Shenzhen through this route. You can download the Rainbow Bus app, and you can check the location of the station when you arrive in Hong Kong.