If you want the vehicle for the whole day then its a different cost. Customer usually get dropped off in shenzhen downtown sometime if we visit factories then it depends on the location , the vehilces are very comfortable and customer do shove a lot of samples in the back to bring back to HK which saves on delivery costs.
Immigration process on HK Side is that you dont have to get off the vehicle when crossing over, just hand your passport or HKID to the driver and he will pass to immigration guy who will look into the car to verify. China side depends on the amount of traffic, somtimes its faster to get off and walk through or if its not busy then it will be the same as HK side process. You can leave your bags in the car and just cross the china border. less things to carry around.