What's to do in Zhuhai:
http://www.tripadvisor.com/Attractio...Guangdong.html

Shenzhen:
Window of the World
Queen Spa
Shopping
Happy Valley
Dapeng Fortess


If you end up in Lowu, you could take the train into HK.
Its not really too far to go back to Shekou ferry port and take it
to HK island or Kowloon.