Does this eSIM work if I cross the border into Mainland China (Zhuhai)?

No. This plan is valid only within Macau. Many travelers walk across the border gate to Zhuhai (Mainland China) for shopping or dining. Once you cross that border, you enter Mainland China, where networks are different and internet censorship (firewalls) applies. To stay connected in Zhuhai, you will need a separate China eSIM or a Global plan that includes VPN-like routing.