Macao > Shanghai > Paris - exempt visa for Shanghai ? french citizen

Hello,
We will make a long trip in Asia on April as you can see below (we are french citizen) :
Paris > Tokyo Monday, 3 April 2017
Osaka > Hong kong Friday, 14 April 2017
Macao > Shanghai HONGQIAO Tuesday, 18 April 2017 (we arrive at 9.45 pm at the airport)
Shanghai PUDONG > Paris Friday, 21 April 2017 (our flight is at 10.30 am at the airport).

I just want to be sure that we won't need a visa to stay in Shanghai (i know that no visa is require for Hong Kong and Macao). Can we be exempt for Shanghai ?
We will stay in Shanghai only, less than 3 days as you can see above.
For information we will take a flight with China Eastern between Macao and Shanghai on April 18th and we will take a flight with Air France on April 21st between Shanghai and Paris (direct flight).

If we won't need a visa for Shanghai, at the Macao airport, what is the procedure to proof to the company or the authority that no visa is require for us ?

Thank you very much for your return.
Best regards,
Matthieu Rubichon