The only difference between zucchini and baby marrow is that the baby marrow is a less mature zucchini.
Both zucchini and baby marrow are zucchini and comes from the same plant so zucchini and baby marrow are basically the same thing.
The baby marrow is just a baby zucchini that is picked before it has time to fully mature.
The baby marrow zucchini is ripe and ready to eat but it's just less mature.
The zucchini is allowed to grow more and mature more before it's picked.
So when you're eating baby marrow you're eating a baby zucchini and when you're eating a zucchini then you're eating a full grown adult zucchini.
That's the only difference between the two.