I used to work in Zhongshan, but now I want to work in Shunde. Does social security need to go through the transfer formalities?

If you transfer to Foshan for work reasons.

Ask your company to suspend your social security in Zhongshan first. Individual treatment and unit treatment are different. You can ask your Zhongshan company to do it for you, or you can queue up to fill out the form yourself. These are all handled at the local social security bureau or administrative service center. Then the work unit here in Shunde can help you open it and continue to participate in the insurance. It is estimated that there will be relevant transfer forms to fill out.

Further reading: How to buy insurance, which is good, and teach you how to avoid these "pits" of insurance.