Asking the experts about this? How about going directly to Macau on arrival, since you can take the ferry at the airport and not enter the country. Then go to Shenzhen for a night and go to Hong Kong from there. Or do it in reverse, Hong Kong, Shenzhen, Macau, Airport. Would the OP be able to get a transit visa for China, since he would be there for under 48 hours?
This itinerary would give more diversity to the trip.