There are three types of health codes you may be asked to show in Shenzhen: the Shenzhen Residential Registration Code, the Guangdong Health Code and the National Unified Code.
The Guangdong Health Code
The Guangdong Health Code – yue kang ma or 粤康码 – can be applied for by scanning the QR code below and following this handy English guide provided by the Shenzhen government or the guide provided by the Guangdong government. This health code is fairly simple to apply for and you can switch the language to English in the mini-program. One thing to note is you have to fill in your name with your last name first, then first and middle name. At first, it kept saying invalid name in Chinese and it took me awhile of trial and error to figure it out. You can get the health code by scanning the QR code below on WeChat.
Fun fact: 粤 is the short form symbol for Guangdong, you may have noticed it on the license plates.

The National Unified (Itinerary) Code
The National Unified Code – xing cheng ka (itinerary card) or 行程卡 – is a code the records your digital tracks in China and is very simple to fill out. Simply scan the QR code below and fill out your name and phone number and the verification code sent to your cell phone via sms. This health code will say where your cell phone has been in the past 14 days and is the same for all of China.

The Shenzhen Residential Registration Code
The Shenzhen Residential Registration Code – shen i nin or 深i您 – will usually be required to be filled out by your apartment complex. This one was also required for me when exiting the train station upon arrival in Shenzhen from Xiamen. This one is only in Chinese and quite detailed and complicated, so you need a lot of screenshots and WeChat translate to figure it out or you need to be able to read Chinese or get some help from someone who does. However, failing any of those, here is a WeChat article from Shekou Daily that helps to translate some of it (turn off the thing you use to access Facebook to open it).

Usually hotels will require you to show the National Unified Code and either the Guangdong Health Code or the Shenzhen Residential Registration Code upon Check-In when traveling within Guangdong. The Shenzhen Residential Registration Code is used most often throughout Shenzhen as the code required to enter bars, malls, tourist attractions, etc. The Guangdong Health Code can often be used instead within Shenzhen and will be used when outside Shenzhen in Guangdong.