At which station should I get off the Hong Kong B2 bus from Shenzhen Bay to Tin Shui Wai?

You should go to B2P, not B2. This is the route of B2P bus.

0 Shenzhen Bay Port

1 Tin Shui Wai Station (Hairpin Road)

2 Tin Yiu Road, outside Tin Shui Wai Police Station

Shang Hu House, No.3 Tianhu Road

Tin Shui Wai Park, 4 Tin Shui Road

No.5 Tian Rui Road, Tian Rui Village

No.6 Tian Rong Road Tiansongyuan

7 Lu Tiancheng Li Hu Bureau

8 Lu Tiancheng Hujing Bureau

9 Tianzi Village Bus Terminal

Just take one stop, get off at Tin Shui Wai Station (Xiaping Road) and transfer to the West Line of Hong Kong Railway for Tsim Sha Tsui.