Hi, I am at the moment considering options for undergraduate coureses, but I am having some doubts, because i want to persue further education and a path to research in theoretical physics. For Cambride's PhD admissions does it make a difference to have a MSci or a BSc and a MSc

You can check admission requirements. Your question is very specific.

Yes I know, but I am asking about implicit bias/preference in the admissions process

This is also very specific and you need someone from deciding panel to tell you. In my opinion it is too early to ask before starting Bachelor about admission for PhD. After 3-4 years, criteria might be changed. Also it is a case by case. I would not worry too much about it in this stage.
If you want to be admitted to Oxbridge PhD, you might need to get first class. Also if you meet the requirements, there is no guarantee.

You might have better luck asking on thestudentroom forum. Better yet, try emailing Cambridge physics PhD admissions team directly to ask if they have a preference for students to have an MSci or a Bsc and MSc :)

I would choose a course you enjoy and that will allow you to maximise your potential. A lot of universities allow you to swap between Bsc and integrated masters which means you can worry about this later. Generally you want at least a masters before a PhD (though you can sometimes do without) and their is an ever so slight preferences for research focused masters over integrated masters. Goodluck!