Does Shenzhen University have any e-sports clubs?

Yes.

Shenzhen University*** has 33 societies in 5 categories, including the E-Sports Association. These 33 societies are:

Qiyan Society, Inspirational Society, Harmonious Society Academic Research Association, Business Leaders Association, Sign Language Association, Social Survey and Research Association, Finance and Economics Society, Management Society, Law Research Society, Photography Association, Green Wind Association, Astronomy Association, B&G Model Club, Karate Association, Healthy Food Association, Judo Association, Tourism Association, Korean Association, Japanese Association, English Association, Match Paradise Music Association, Guitar Club, Magic Club, Animation Association, Drama Club, Huiying Century, Street Culture Communication Association, Liufeng Poetry Club Rubik's Cube Association, Coaching Society, E-Sports Association, Violin Association, and English Debate Club.