Zhu Li's voice is in the episode but because of her placement in the costume with Varrick she never actually appears in the episode.
(Desna and Eska find "Team Avatar" in Varrick's house while trying to arrest him.) Mako: Korra's parents were arrested? Desna:(Sarcastically) Yes, your powers of deduction are impressive. Bolin:(Proudly) Yeah, he's a cop.
(Varrick spits his tea out.) Varrick: You forgot the honey! Zhu LI: Sorry Sir. There isn't any in here. Varrick: No honey? We're in a bear for crying out loud!
(Korra catches up to the judges vehicle.) Judge: What do you want? Korra: It's not about what I want. It's about what Naga wants.
(The plan as a problem.) Asami: Theres no runway, how are we supposed to take off? Varrick: Zhu Li! Take a note. "Build Runway" Zhu Li: Yes Sir.