Taking the ferry szx is the airport ferry, which you can probably only take if you are in transit. That’s the whole point. When you get the 144 visa after you want to take that ferry it’s not possible, because you won’t be inside the airport transit area. You can’t just go in the transit area without an airplane ticket, so you can’t take the ferry there.That’s why you go to Shekou port and take a ferry there.
I took the shekou to airport ferry today, and yes, you can only get it if you have an onward ticket from HK airport. There are airline counters in the terminal and they have to endorse the ferry ticket before you are allowed through to immigration.
However besides the airport there are other ferries to Hong Kong - not the airport - and Macau, from Shekou, and you can take those ones without an onward ticket. I still wouldn’t recommend bending the A-B-C rule though as it is all on the computer system and you could get a mark on your record if the ferry doesn’t qualify.