I think you could arrange the itinerary like this: Singapore->Haikou->Sanya->Zhuhai->Macau->Singapore

Since there is no direct flight ot Sanya, you have to transfer at Haikou. There are buses and trains from Haikou to Sanya easily. And, you could fly from Sanya to Shuzhai, too. Take bus or walk passing through the Gongbei Custom between Zhuhai and Macau, you could enter into Macau easily.