Feedback is not the only way amps can give the gane?You have to have gain to be able to apply feedback to an amplifier design. The feedback kills some of that gain and how much is measured in dB (decibels). But you still need gain for the amp to amplify the signal, so overall the circuit needs enough gain for that and the feedback.
Somehow class d amps use double feedback to get to the switching waveform to transform analog sound to digital one? But how digital amps transform that digital sound back to analog (do they have some integrated DACs)?
Class D amps are analog, not digital. There is confusion because of the 'D'; it does not stand for 'digital'. Class A, B, and C were already taken when the idea was proposed in the 1950s.