Do you need an double entry visa for Shenzhen Macau and back,then catch the MTR for HK?

I wrote it a bit funny.

What I mean is.
I will arrive from Beijing to Xi'an to Shanghai to Shenzhen and the last three days I am flying back from HK.

All my hotels are already booked.

A few years ago I flew to HK include a entry stamp in my passport.
Already been in Macao and I did got a exit stamp from HK and a entry stamp Macao.
At leaving with the ferry from Macao I got an exit stamp for that region and again a entry stamp for HK.
Exit stamp when I flew back.

So I now got a single entry visa in my passport.
If I read it back I think I needed a double entry because I entered China allready in Beijing.

What happens if I go from Shenzhen to Macao and back?
I think I need a double entry because I entered at Beijing already and will exit from Shenzhen to Macao to enter in Shenzhen back the same day

So you are now in Beiing with a single entry visa, right?
If so, you cannot make the single entry into a double entries in China. And for your situation, no double entries are needed.

When you come back from Macao to Shenzhen, you just need to apply for a visa on arrival with your passport at Luohu Border to re-enter Shenzhen on the same day. With the visa on arrival, you can stay in Shenzhen for at most 5 days.