Feedback is not the only way amps can give the gane?
It's "gain" as in "to add or receive." And feedback in linear amplifiers actually reduces gain. You can learn some of this with op amp text books.
Somehow class d amps use double feedback to get to the switching waveform to transform analog sound to digital one?
I'm not aware of double feedback loops, but I am aware of multiple types of feedback being used with different Class D designs. As Ralph (atma) mentions, it's not digital, but the feedback controls the switching.
To be a truly digital amp the signal at least has to go through an analog to digital conversion, which doesn't really happen in Class D. The control of the on/off switching is in the analog domain and that's where the feedback is used.
The latest Technics Class D amps may in fact be considered digital, as there is an analog to digital conversion at the input, as well as DSP applied for impedance compensation. These types of amps are quite rare. Many, including Ralph, argue that since the output is analog no audio amplifier can be digital. I side with Technics though, it's sufficiently digital to be called a digital amplifier.