72 hour VISA-free transit to Shanghai from Taipei - Shanghai - Hong Kong ?

I am Brazilian and will be travelling from Taipei/Taiwan to Shanghai/Pudong, then go to Hong Kong and then the final destination will be Shenzhen before coming back to Brazil. I will stay less than 72 hours in Shanghai.

Questions:
1) For 72-hour free Transit I should inform the need for transit during the check in of flight from Taipei to Shanghai/Pudong and also ask to check in for the flight from Shanghai/Pudong to Hong Kong as I understand the voucher/flight ticket reservation is not valid and will be not considered by immigration authorities for the free transit or the voucher will be enough ?

2) If I consider the 72hour free, a single entrance VISA will be enough for the immigration in Shenzhen (from Hong Kong) instead of multiple entrance?