Answered by ZUPAN
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Aug. 12, 2019 12:47
I can see that you have some information, but somehow you have mixed them up.
It is true that you can visit Shenzhen using Shenzhen visa on arrival that you can obtain on the border crossing. Also, it is true that this visa is quite expensive for US citizens because the price is 956 CNY. At current rate it is 135 USD. Shenzhen visa has the same price whether you plan to stay in Shenzhen for a day trip or for 5 days.
Now, you have mentioned visa free cities. This is not true because there are no visa free cities with the exception of Hainan region where you can really travel visa free using 30 day visa free access. All other Chinese areas require a visa. Maybe you have heard about visa free transit? This is possible, but you have to be on a transit through China from the country A to China (country B) and then proceed to country C. For example, you can take a flight from Hong Kong to Beijing, explore it for 6 days (144 hour visa free transit) and return to Macau. A + B + C...
Also, you can take a flight from Hong Kong to Guangzhou, apply for 144 hour visa free transit, explore Guangdong province and return by ferry from Shenzhen to Macau.
Of course, from Macau back to Hong Kong by bus over the bridge or by ferry.
Time you have spend in Hong Kong does not have any connections with the visa rules and the time spent in mainland China.
I hope, I have cleared a bit this situation with visas on arrival and visa free transit :)