can work Z visa leave the country before it is being "renewed"

Hello,
I have a work Z and just arrived in Shenzhen last week. It is a single entry, and I know I need to change it into a multiple entry residence permit. I have just begun the procedure of renewing it to temporary residence permit. Is it possible if I leave the country for 2 days (I still have my passport with me) before I have my residence permit, and come back (with maybe visa on arrival) then continue with my Z (multiple entry or temporary residence permit).

thank you.