do i need zhuhai visa is i am only going to shenzhen passing zhuhai

Do you have a got a Tourist L now or will you plan to apply VOA when reaching Shenzhen?
Entering Zhuhai, you need to have one. However, if you already got Tourist L, you can enter Zhuhai, otherwise, you are not allowed to enter there.
You cannot enter Shenzhen by passing Zhuhai.

Personally speaking, you are suggested to apply for a Tourist L in advance instead of applying a VOA, because you may get easily rejected at Shenzhen Border.