Are Shenzhen Bay and Qianwan the same place?

Yes According to Baidu map, Shenzhen Bay and Qianwan are the same place. Because the residents in the northwest New Territories wrote the name of the bay as "Deep Bay", it became the name of the bay in China and Hongkong (also called "Hou" in traditional Chinese). Shenzhen renamed the Bay "Shenzhen Bay", but the place names in front of the Bay still exist.