How does Shenzhen Baby Social Security handle the Hong Kong and Macao Pass?

There is no residence permit in Shenzhen, and only social security cannot apply for Hong Kong and Macao passes.

Hong Kong and Macao Pass requires social security certificate, ID card and residence permit to be processed. If you can't apply for a residence permit, you can't enjoy the service of handling documents in different places.

Further reading: How to buy insurance, which is good, and teach you how to avoid these "pits" of insurance.