Do I need a Visa in either of these situations, please?

Hello, I've planned the below flight plan to visit Hong Kong, Macau and Shangai with my family.
Lisbon (Portugal) --> fly to Shangai (stay for a few hours in transit) --> fly to Hong Kong (in a different airline company, stay for 6 day, and visit Macau in one of these days) --> flay back to Shangai (stay for 6 days) --> fly back to Lisbon (Portugal).

Can we enjoy the 72-hour free Transit on the flight segment between Shangai and HK? Do we need apply one to visit Macau for 1 day (origin HK)? We'll need one when returnig form HK to Shangai and then stay for 6 days, correct?
Thansk in advance!