Does the Zhuhai-HK-Macau bridge enter Mainland China? (I don't normally require HK or Macau visas).
One doesn't enter Mainland China when going between Hong Kong and Macau via the bridge, from an immigration standpoint. I.e., one doesn't go through the immigration services of Mainland China, which means one doesn't have to be authorized to enter Mainland China to be allowed to go between Hong Kong and Macau via the bridge.
E.g, one could take the bus without entering Mainland China, from an immigration standpoint.