Hong Kong isn't considered part of the Pearl River Delta City because of the border, plus the fact a good few miles of paddy fields seperate the two.
To reiterate the Pearl River Delta
City, pop 42 million is contiguous - not to be confused with the metro that is the Pearl River Delta 60 million+ that isn't.
Once again (and Demographia needs to pay attention too):
Overview of Guangzhou, Dongguan and Shenzhen. If you think they're seperate, you'll have to pretend the 8 million people in Dongguan don't exist.
www.newgeography.com
Zoom - the link between Guangzhou and Dongguan:
...and the link between Dongguan and Shenzhen:
The transport systems are now consolidating
Intercity. The soaring demand for commuting between the cities means there's a
third high speed link now being built planned between Shenzhen and Guangzhou.:
plus the world's biggest metro system covering all three cities is being built, at 2000km (810 km completed as of 2018).
Next few years will see Shenzhen's 300km system connect up with Guangzhou's 478km system, overtaking Shanghai to become the world's largest. Demographia will then definitely need to update. This year Dongguan's system (red) will connect up with a line on Shenzhen's (purple, bottom right):