Flying Hong Kong - Shanghai - Macau. 72h Visa applicable?

Hi, there.

I will arrive in Hong Kong, coming from Brazil. Is it possible to apply for a 72h free transit flying from Hong Kong to Shanghai and then from there to Macau within the 72hour-period? I ask this because it is needed to exit to a different country from the one I came. So, for this instance, would Macau be considered a different country from Hong Kong?

Thank you very much,

Francis