How to go from HKIA to Zhuhai if I arrive at 7pm?

The last departure of the ferry from HKIA is at 20:10, so maybe you can wait for the shuttle ferry. Here is the notification of the official website.

Passengers looking to take a ferry to the PRD or Macao should proceed to the ferry ticketing counter at Transfer Area E2. DO NOT go through immigration and reclaim your baggage. Passengers who have gone through immigration procedures CANNOT return to the ferry ticketing counter and use the ferry service.

To use the service, passengers must:
Possess the following items:
- Same day arrival flight air ticket / e-ticket / boarding pass stub
- A valid ferry ticket
- A valid passport and, if applicable, a visa for the intended destination (Mainland China / Macao)
Transfer to PRD / Macao within the same day of arrival
Arrive at the Ferries to Mainland / Macao Ticketing Counter located at Transfer Area E2 at least 60 minutes before the scheduled ferry departure time for ticketing and transfer procedures. For passengers without checked baggage, 30 minutes would be sufficient.

Thank you Karen, where do you see the last departure of 20:10? I’m going to Zhuhai not Macao. Do you know the website to buy the ferry ticket?

I found it in HK Airport official website and the ZH is a part of PRD, so you can buy ticket in Mainland Ticketing Counter located at Transfer Area E2.