we are flying London- Shenzhen- Manila, do we need a visa please?

Torres, you did not mention your citizenship and the amount of time you will spend in Shenzhen or in Guangdong province in general. So, if your citizenship is among 53 qualified citizenship and your itinerary does not have any additional landing within mainland China, you can stay in entire Guangdong province for 144 hours visa free. If your citizenship does not belong to 53 qualified countries, then you can rely on 24 hour visa free transit, but your entire transit time should not be even a minute more than 24 hours. Hopefully, you will find this explanation satisfactory, but if you have any doubts, just write it here and you will be explained the details.