X2 type with single entry, any way to exit and enter China again?

Hello!

I got a X2 type, I asked for multiple entries at the Consulate but they said no. In fact, I would like to travel to Hong Kong and to Thailand during my stay in PRC. I tried to explain my reasons but maybe I didn't insist enough.

Now, What is your advice, can I apply for a Temporary residence permit? Or should I ask for a new visa when I come back from travelling (but risky)?
Thank you!