Hi, Please may I know Is there long distance bus from Beihai to Zhuhai or to Shenzhen LuoHu station

Yes, there are long-distance buses.
From Beihai to Zhuhai, the only one schedule at Nanzhu Bus Station is 10:30. The ticket fare is CNY 280 per adult. It takes around 10 hours on the way.
From Beihai to SZ, there is no bus that can take you to SZ Luohu Station. They only reach at SZ Bus Station and Bao'an Bus Station. The schedules are from 08:00 to 21:00. The fare is CNY 300 to 310 per adult. It takes 10 to 12 hours.