Hongkong - Shanghai / Beijing - Macau (Counts as Transit?)

Hi,
I am staying in Hong Kong for a while. On one weekend I plan to do a trip to Shanghai, on another I would like to visit Beijing. I thought of flying out from Hong Kong, then after returning to Macau and taking the ferry back to HK.

In both cases, do HKG and MFM count as a 3rd region, even though they are "combined" in this case?

Thanks a lot for advice?