You can't get Macau visa from Shenzhen, I'm afraid that you have to give up your trip to Macau this time, you can apply for Macau visa from China embassy in Belgium

Thanks for your response, but i already found a solution. I did speak with the Macao immigration and was told that once i have a valid visa to China , that all i need to do is to show my return ticket ,and a certain amount of cash to be able to get it at the point of entry. Anyway,thanks all the same.