Just between the busy city center of Shenzhen and the train station Lo Wu you have a part with allot of expensive shops and a giant shopping mall called King's Glory Plaza, with allot of big brand and expensive looking shops. And also am pretty sure that they are not selling fake products at all. The plaza got several stories and also 2 stories below ground, you can actually enter the plaza by walking downstairs or just through one of the normal doors. In the most op part of the mall you have a gym also there is a cinema so you could also watch movies. Also there is a game hall if you are bored of shopping and also it is placed exactly on the level with lingerie, probably for the couples when the girl is buying some underwear the guy could play for a while till they are done shopping. However there are also elevators so you don't have to use the escalators. The mall is actually pretty empty and quite relaxing, there are several places you could sit down and have a cup of coffee. However when it is sunny I would recommend to go to Starbucks which is one street further.