eligble route?

UK -> Shanghai -> Macau is good if its flights. Where you go after Macau doesn't matter. Hong Kong has its own entry rules so German passport can stay for 90 days without a visa.

I didn't buy the ticket from Macau to Hongkong, do I have to do that before traveling to China? Planned to buy a ticket for a ferry, is that possible?

Or do I have to take a plane?

You can buy the boat ticket now or later, take a helicopter or ground transit over the new bridge between Macau and Hong Kong. You could fly back to Shanghai from Macau and not even go to Hong Kong if you wish. You have fulfilled Country A > Mainland > Country B once your plane takes off from Shanghai to Macau.

Hey, we asked at the visa information center in Berlin and they told us that if we take a ferry we have to apply for a tourist visa.

Then the visa application center is totally wrong.
You fly UK - Shanghai - Macau and that is eligible for the 144h twov.
The chinese immigration don't care about what you're doing after Macau.

Ok, thank you so much!