Both of the ferry and bus departing to Macau from HK Airport will stop after 22:00. So, you have to take the turbojet from Hong Kong Macau Ferry Terminal to Macau. You could catch the ferries leaving Hong Kong at 23:59, 00:30 or 01:00. The fare is HK$168.

From Hong Kong Airport to the ferry terminal, please take the Airport Express (HK$100) to reach its terminus-Hong Kong Station. Then, hire a taxi to the port directly, the taxi fare is around HK$20.

As for the hotel in Macau, you may consider the Hotel Royal which is very close to the ferry terminal. Actually, I think you should stay over in HK since the flight is too late that you may arrive in Macau after 01:30.

Hi, Ritseh, you will miss the direct ferry boat from HK Airport to Macau, since the last boat depart at 22:00. So, I suggest you take Bus A11 from the airport to HK-Macau Ferry Terminal (or take airport express to HK Station and then change a taxi to the ferry terminal). The last bus and the express leave at 00:48. There are night ferry boats in the terminal for you to Macau. The fare is about 170HKD.