is the hi speed rail now going between Macau and Guangzhou?

No, there is no high-speed rail between them.

train from Gz south staion to zhuhai is fast.

That's correct there is no high-speed rail directly between Macau and Guangzhou, but you can easily pass the Gongbei border to Zhuhai. Then walk to Zhuhai Train Station to take a high-speed to Guangzhou in an hour.

Hi Iris, Sorry to be late replying but I was thrown by the "No reply" instruction. Many thanks for that. But I wonder if I can ask you how long it will take from Macau to Guangzhou altogether. The Gongbei border is crowded right? Would three hours cover it from old Macau to downtown Guangzhou?
Tks Bob

From Macau to Guangzhou, you need to pass the Gongbei Border first and the pass border time depends on. Usually it costs at least about one hour to pass the border.
The train from Gongbei to Guangzhou costs about one hour.
So from Macau to GZ downtown, three hours are not enough. Four hours may be OK.