Vancouver to Hong Kong to Shenzhen then macao

Ken, your itinerary is definitely eligible for 144 hour visa free transit that is valid for entire Guangdong province. It is also true that it is highly advisable to take a ferry from Shekou to Macau because every other option could be quite unfamiliar to the Chinese authorities. Also, you should be aware that your stay withing Guangdong province should be at least 1 minute longer than 24 hours, based on your scheduled arrival and your scheduled departure, in order to be eligible for 144 hour visa free transit. Also, it is highly recommended to have your Shekou to Macau ferry ticket printed out or in original form when you buy one before your departure from Hong Kong.

In the end, it is highly advisable to take a ferry from Hong Kong to Shekou in the morning hours because the first shift of relevant immigration authorities in Shekou port are more familiar with 144 hour visa free transit procedures and rules. In any case, your itinerary is an eligible one and you should just bring a confirmation for the first overnight somewhere within Guangdong province when you apply for a temporary entry permit in Shekou port. Have a nice journey.