Here's the schedule:

MTR Intercity Through Train e-Ticketing Services

Safe to show up 45 minutes early. I think they allow as short as :30.

The ones that say (Ktt) next to them offer "first class" (they call it premium). Will cost you 230 HK. I believe coach runs you 190 HK. You can pay in HKD or RMB, they don't take credit cards.

You take the train from the hotel in CAN to the Guangzhou East train station. Tell the desk you need a ride to the train station for a train to HKD. They'll write it down for ya.