The family of a UK consulate worker who was detained in mainland China during a trip from Hong Kong nearly two weeks ago have voiced their fears for his safety and said they feel helpless.

China said later that Simon Cheng, 28, had been made to serve 15 days of administrative detention in Shenzhen.

A foreign ministry spokesman, Geng Shuang, said Cheng had violated China’s public security administration punishment law, state media reported.

Cheng, 28, who works in the British consulate in Hong Kong as a trade and investment officer for Scottish Development International, travelled to Shenzhen on 8 August on business. He sent messages to his girlfriend as he was about to cross the border at about 10pm and has not been heard from since, according to his family.

“We lost contact with him since then,” his family said in a statement posted on Facebook on Wednesday. “We feel very helpless and are worried sick about Simon. We hope Simon can return to Hong Kong as soon as possible.”

A rally was held outside the British consulate on Wednesday in protest at Cheng’s detention. About two dozen supporters turned up outside the British consulate to demand the British government intervene. “Save Simon now, delay no more. FCO [the UK’s Foreign and Commonwealth Office], do your duty,” they shouted.

Michael Mo, an acquaintance of Cheng and an organiser of the rally, said: “England expects every man to do his duty, and we expect every British politician will honour his words.”

Kelvin Chu, a teacher, said: “This has happened amid such a sensitive time. China is taking measures to control and monitor Hong Kong people. This is white terror.”

There have been reports in recent weeks that many Hong Kong residents are being interrogated when they enter mainland China. Many say they were taken into rooms and questioned upon their arrival, and messages and photos on their phones and computers were checked along with any paper documents they were carrying.

Cheng’s girlfriend, Li, said he had not participated in any of the pro-democracy protests in Hong Kong over the last two months or expressed his position on the movement publicly.

The family said that after they reported Cheng’s disappearance to the Hong Kong authorities, the immigration department told them Cheng had been put under administrative detention on the mainland.

The department said it had no information on his whereabouts, the reason for his detention or how long he would be detained. The family were told they could travel to mainland China to report his disappearance to local police.

Formal notification of detention is supposed to be sent to a detainee’s family within 24 hours.

The family’s lawyer said Cheng’s case was being handled by police in Shenzhen, a Chinese city that borders Hong Kong, and his whereabouts remained unknown.

Hong Kong police said an “active investigation” was under way and they had maintained “close contact with relevant authorities in the mainland” and kept in touch with his family.

Cheng holds a British national overseas passport, which does not grant residence rights in the UK nor consular services in mainland China. His girlfriend believes he travelled to China on a home return permit, used by most Hong Kong Chinese while entering China.

The UK Foreign Office has expressed “extreme concern” over Cheng’s detention. The British consulate in Hong Kong said on Wednesday it had no further information on Cheng.

Separately, hundreds of people took part in a sit-in at the out-of-town Yuen Long metro station on Wednesday night in protest at a violent indiscriminate attack on commuters and protesters there a month ago.

Many shouted slogans frequently used in the recent wave of protests, such as “Reclaim Hong Kong, revolution of our time!” Some covered one eye in a gesture of solidarity with a young woman who was badly injured in one of the protests in August.

Several police vans were seen outside the station and dozens of riot police officers stood guard. Some protesters shouted abuse at them, accusing the police of colluding with attackers.

Dozens of suspects have been arrested over the Yuen Long attack but none have yet been prosecuted.