You have 2 ways go to Zhuhai from Shenzhen:

1 Ferry: 1 hours, about 80RMB, boarding at Shekou dock. a bit complicated.
Shekou dock is very close Shenzhen Western Corridor custom(10 minutes by taxi),
So you’d better come shenzhen via Shenzhen Western Corridor from honkong.
Then you take ferry to Jiuzhou dock of Zhuhai city from Shekou dock of Shenzhen.
When you arrival at Jiuzhou dock, you can take bus or taxi to Gongbei custom . Don’t forgot to shopping and taste good food at GongBei underground shops before via custom.

2. Take bus from Luohu of shenzhen to Gongbei of zhuhai. about 3hours, about 100RMB. simply.

You’d better come to shenzhen via Luohu custom form hongkong if you want to by bus.

have a good time.