Cheapest flights from Shenzhen or Hongkong to Malysia KL?

Hong Kong should have all the cheapest discounted tickets to the world as the City is the major airline hub in Far East that offers a lot of budget flights than Shenzhen or any other cities in S. E. Asia. However since you're in Shenzhen you've to take the travel time and expenses to HK into consideration. Compare a few airlines on the website like Cathay Pacific, Malaysia Airlines etc. Good luck!