I'm Danish want to go Bangkok-Beijing stay in city less 72 hrs then fly to Hong Kong. Possible?

I'm Danish and like to go from Bangkok to BJ stay less than 72 in city (go out of airport) then go to Hong Kong, stay here for 2 days and then travel to Bangkok again. Do I need a visa for Being or can I get on arrival in airport? I'm not sure they count Hong Kong as a 3rd country?