When flying from Ho Chi Minh City to Shenzhen and transiting to Kuala Lumpur, you need to determine whether an electronic immigration card is required based on the latest entry policies and flight information. Typically, if the destination country or region requires passengers to fill out an immigration card at the transit point, you may need to prepare an electronic immigration card. It is recommended that you obtain the latest entry requirements through the relevant official websites or consult the airline before traveling to ensure a smooth transfer.