2. The route between Shanghai, Shenzhen, Hong Kong, Macao and Hong Kong and Shenzhen is meaningless and too circuitous. Hong Kong and Macao Customs won't care whether you sign L or G, as long as you have an endorsement. Only the domestic customs will take special care of the L-shaped sign when you leave the customs, and you need to send it to the customs. It doesn't matter if you enter the customs at home.
3. Shanghai-Shenzhen-Hong Kong-Macau-Zhuhai-Shanghai does not recommend this route for the same reason as the second one.
Suggested route Shanghai-Hong Kong-Macau-Hong Kong-Shanghai. You can go to a treasure website to find the Shanghai L sign. The basic price can be fixed between 100-300 yuan, and the direct air ticket price from Shanghai to Hong Kong will be much cheaper than that from Shanghai to Hong Kong and Macau to Shanghai, so you should prepare two Hong Kong endorsements and 1 Macau endorsements, and then