I am almost sure, the FS clubhouse - KTV places' wechat accounts are under investigation : big risk to fall into crackdowns.
By the way : the illegal FS places are very expensive and big risk the service and girl looking are not good. -> You can find much more better FS hotel girls in HK with reasonable prices.
Shenzhen has "specialized" for to BBBJ (CIM) regular SPAs.
Google map is not good in Shenzhen (1-2km stripe missing at the SZ-HK border, example if the place is near to borderline, then google map will mark the target inside Hong Kong areas).
Baidu map is good. If you already have map directions, then you can find easy to sauna. If you read my reports, then i always attach maps and directions for find the SPAs.
Wechat is good for the communication with agents and girls. If you already have the agent contact, then most of time you will get 10-30 CNY discount.
Most of SPAs accept HKD too for paying, but you must ask their currency rate before. Most of them changing around 10HKD to 8CNY.
If you shower before the action, then ask back your phone, before you go to the rooms, and then you can communicate well with the rooms' manager guys and with the wg girls too.
If you like the girl, then ask her wechat contact and if you make good relationship with the girl, then maybe you can ask FS in a Hotel for a later time (but i never tried...)
You have Lustful Lord rank, so you can be read soon my special hot report from a MCOT BBBJ CIM girl in "Restricted Access Reports" topic. (My plan is writing that report tonight.)
But write me, which border line checkpoint you want to use, or anyone can be good to you? You want to use metro, ship, ... etc to go SZ?
Keeping safe your values:
You can put your bag into your clothes' locker, or into a small transparent walll locker in the shower room lobby (you will get a different key for that).
I recommend : If you bring your papers (passport) and money iwith the phone(s) nto the room with yourself and you can't loose it.