Can I use 72 hours visa-free transit for Hong Kong->Shanghai, then Shanghai->Macau

Hi, I am USA passport holder. Can I use 72 hours free transit for Hong Kong to Shanghai on Airline "A" and then Shanghai to Macau on Airline "B"? Does Hong Kong and Macau consider two different regions?
Also when I check-in the flight in Hong Kong, is there any written proof to show that I can apply for the 72 hours free transit in case the personnel doesn't know about the program and deny me from boarding?
Thanks.