Yes, it is smart to travel to Beijing from Hong Kong firstly. The flights from HK to Beijing and then Beijing to Xi'an depart frequently everyday.
From Xi'an to Wudangshan, there is a train K626 departs at 08:50 and arrive at Wudangshan Town at 17:22.
Then, from Wudangshan to Shiyan, the journey is complicated and it is always a problem to book train tickets in advance. Actually, it is suggested that you go to Zhangjiajie for instead. From Xi'an to Zhangjiajie, there is direct flight. After visiting the karst sceneries of Zhangjiejia, you could take a bus or hire a cab to the Phoenix City easily~

I agree with Mr shan that you should first go to Beijing, then Xian to Wudangshan. And then Wudangshan is just about 1 hour by bus to Shiyan City, there you can take the train back to Xian, then fly to Tibet.

If you are also interested in the Yangtze cruise, my another suggestion would be from Wudangshan to Yichang, which will take you about 5 hours by train, there you can board a cruise ship to Chongqing, then from Chongqing to Tibet there are several flights everyday.

1.you can take plan to Beijing and fly or take a train to Xian'an.
2.After that you could take a train to Shiyan or Wuhan(in Hubei province) and then get a bus to Wudangshan.
3.I don't know ehich Phoenix city you means,does it in HUnan province? If yes, take bus or train both OK.

Good trip.