As a foreigner, without a Chinese visa, is it possible to drive a rental car from Hong Kong to Macau? Does the Zhuhai-HK-Macau bridge enter Mainland China? (I don't normally require HK or Macau visas).
Gratuitous image of a unicorn, a triple plate MO (centre) / HK (bottom) / Guangdong (top). The main plate is from Macau.
No you can't. For a couple of reasons. First, the HKZHMO bridge is mostly inside Mainland China (which is why vehicles drive on the right on the bridge), but that isn't part of the reasons. While technically inside Mainland China, you're in a kind of no-man's-land.
Reason 1 is that your rental car won't have dual plates HK/MO, without which it's impossible to drive to Macau. Although it seems that the bridge has a quota system for HK drivers, with a HK driver's license, going to Macau, and instead of a double plate, you need to register with the government and stick a permit on your windshield.
Reason 2 is that as a tourist, you wouldn't be allowed to leave HK with a HK rental, as there would be no guarantee you'd come back.
Reason 3 is that as a tourist you wouldn't be able to drive through Immigration and Customs on either side, as they're not equipped for this. Only HKID/MOID card holders(*) can pass through.
Insurance could be an issue too. As mentioned here, you need insurance for all three jurisdictions, HK, MO and the Mainland, since the bridge itself is in the Mainland.
HK and Macau accept international driver's licenses, contrary to the Mainland. But you can't drive from one SAR to the other.
(*) And to be able to drive through both immigration posts, you need to be a PR of either SAR.
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.