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Of the three Legolands under construction in China, Shenzhen right now seems to be the furthest along. A lot of what's in the foreground in these images is the hotel area, not the theme park or waterpark, but it still looks like a lot of activity going on across the site.
Source: https://v.douyin.com/2PRgn6m/
Construction Project Planning Permits submitted to the government for Legoland Shenzhen and Legoland Water Park:
Sources: http://pnr.sz.gov.cn/xxgk/gggs/content/post_9913756.html and http://pnr.sz.gov.cn/xxgk/gggs/content/post_9913763.html
News video of the construction can be seen at the source: https://mp.weixin.qq.com/s/JnbcvSs8phprOU-bOgoHrQ
Construction Project Planning Permits submitted to the government for the south part of Legoland Shenzhen Resort's retail, dining, and entertainment area called "Lego Square" and three onsite hotels, the first of which is Legoland Hotel:
Sources: http://pnr.sz.gov.cn/attachment/0/985/985076/9878370.pdf and http://pnr.sz.gov.cn/attachment/0/865/865285/9299874.pdf and http://pnr.sz.gov.cn/attachment/0/864/864406/9295085.pdf
Construction has started on the Legoland Hotel:
Source: https://m.weibo.cn/status/4775694180028041
Pile driving has begun!
Sources: https://www.sohu.com/a/542662592_120091004 and https://m.weibo.cn/status/4763658472918868 and https://mp.weixin.qq.com/s/_HumaHVltazFVCsW3KUKvw and https://mp.weixin.qq.com/s/6fVH_kZPsRyREFsVE2G1TQ