Although I don't particularly think it's relevant in this case, please remember that the border with Guangdong is not entirely urbanised. The Robin's Nest area is linked to Wutongshan, and it would certainly be possible for birds of low dispersive ability to cross in that area. One of the aims of the proposed Country Park at Robin's Nest is to preserve this linkage and maintain the genetic diversity of wildlife in HK.
Of course, birds at Wutongshan could have come from bird markets in Shenzhen!
GeoffC