Is it possible for Malaysian to visit Zhuhai on a 3 day Voa visa?

I'm sorry to hear that. It seems that Chinese authorities are changing their rules quite often and certain countries are allowed for some period and after that not any more without much explanation. I'm leaning to understand that countries which citizens are not eligible for 72 and 144 hours visa free transit in mainland China cannot enter Shenzhen and Zhuhai on VOA if they have not previously been granted usual Chinese visa.