Is the VOA issued in Zhuhai valid in Shenzhen?

I'm supposed to arrive to Hong Kong airport, then go to Zhuhai by ferry for half a day and then go to Shenzen again by ferry for 1 night, and then go back to Hong Kong. My question is whether the visa issued in Zhuhai valid in Shenzhen or I can gat Shenzhen VOA at the port on my way from Zhuhai to Shenzhen. Your assistance is urgently required and will be highly appreciated.