I want to travel from Shanghai to Taipei first, then travel from Taipei to Macau, and then return to Shanghai from Macau. What documents do I need?

To go to Taiwan, you must have a Taiwan Pass to follow the Taiwan Entry Permit. The Taiwan Entry Permit can be issued directly by a travel agency, and the printing must be in color. You must have a Hong Kong and Macau Pass to go to Macau.

Taiwan Entry Permit, Chase Pass, Hong Kong and Macau Pass

Hong Kong, Macau and Taiwan Pass. Go to the Exit-Entry Administration Bureau.