looking at 2 trips Shenzhen one a day trip the other stay for 3 days and leave from SZ to KL,

Australians can easily get the VOA (a special one that only allows the applicants to stay in Shenzhen for five days at most) at the border. I think you needn't apply for a double-entry one in advance. If you are still worried about being refused, then apply for a double-entry one in advance so that your flight from Shenzhen to KL won't be affected.