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Zenmaines has 2 effects. the first is a continuous effect to perserve itself. the second is a trigger effect that activates during the end phase. dolkka can only negate the trigger effect. however, zenmaines trigger efefct can only be used once per turn, so Dolkka can't negate it again because it never happened.

This example is presuming that Zenmaines has both materials:
>Dolka attacks Zenmaines.
>Zenmaines may detach a material to prevent itself from being destroyed (this is a continuous effect and cannot be negated by Dolka).
>During the End Phase, the effect of Zenmaines activates to target and destroy a card on the field.
>You may detach a material from Dolka to negate this effect and destroy Zenmaines.
>Because Zenmaines would be destroyed by Dolka's effect, it may detach its second material to prevent its own destruction but it will not attempt to destroy another card because that effect can only activate once per turn.