Do people in Shenzhen speak Mandarin?

Yes

Shenzhen is a city with a large immigrant population

So there is no local discrimination against outsiders here

Mandarin is basically spoken in Shenzhen

Even many native Shenzhen people can speak Mandarin in addition to Cantonese

Mandarin is spoken in Shenzhen People make up the majority.

If you come to Shenzhen to ask for directions, if you ask ten in Cantonese, eight of them will ignore you.