score:6
You can do that.
You have a single-entry visa from China. That visa allows you to enter China one time. Both Shenzen and Bejing are in China. Your trip, therefore, is a single entry into China, some traveling between Shenzen and Beijing within China, then exiting China to return to India.
A visa on arrival for Shenzen only can be obtained for travelers who are going to Shenzen by land from Hong Kong, but that doesn't apply to you as you have a regular visa.