Hi, Mr lee. Zhuhai's Gongbei Border will open iay 7am. If you want to go Zhuhai at that time, you should get to Hong Kong and Huanggang Border is 24 hours to Shenzhen, then take a taxi to Shenzhen which is a bout 2 hours. So, that's a waste of time and money. I suggest you should wait until next morning.
Zhuhai to Changping: Xiangzhou Bus Station of Zhuhai has buses to Changping, which takes three hours and costs 75-80RMB.

Thanks for Mr Jerry reply...

Can i know where is Xiangzhou Bus Station? is it at Gongbei?

To, Mr Lee. Xiangzhou is not at Gongbei. City Bus 2, 10, 10A can take you from Gongbei to Xiangzhou bus Terminus. It is about 15 minutes's drive, so you can take a taxi in stead.