Hi, I am from Nepal now in mainland China I have double entry of mainland visa

Both Gongbei and Hengqin now have one-stop custom clearance booths where you clear Macau and Mainland Chinese immigration by a single officer from either Mainland China or Macau. IIRC even when the booth is not open Macau and Mainland Chinese immigration are only a few feet apart from each other. Therefore if you don't have a Macau visa then theoretically you won't be allowed to cross the border at all, and even if you managed to exit the Chinese side you can't just turn around and go back.