immigration policy

Hello. I have a single entry visa to China Mainland. My flight is a roundtrip from Baku (Azerbaijan) to Beijing. During my stay in China I would like to visit Marau for a couple of days. Do I break any immigration policies If I change my return ticket to Baku and make Beijing as a transit point (for example take a plane from Macau-Beijing-Baku. The only point is I arrive from Macau to terminal 3 and leave to Baku via terminal 2.
Please kindly advise.