I want to go to Hong Kong for five days and four nights, and the endorsement is twice in Hong Kong and once in Macau. Does it mean Shenzhen-Hong Kong-Macau-Hong Kong-Shenzhen?

Going to Hong Kong twice and going to Macau once means that you can enter and leave Hong Kong twice and Macau once within the validity period.

You want to go to Hong Kong for 5 days and 4 nights. If you don't go to Macao, it's a one-time entry and exit. Your visa will give you the right to enter and leave Hong Kong once. Of course, they all refer to the validity period.

You mean: Shenzhen-Hong Kong-Macau-Hong Kong-Shenzhen, that is, once you sign in Hong Kong, once you sign in Australia, you still have the right to sign in Hong Kong.

After use, you have to go back to the place where your account is located for endorsement.

How to get back to Shenzhen? You can take the subway or bus.