You will have the following ways to go from Haikou to Hong Kong:
1.Go from Haikou to Guangzhou by train. It takes about 11 hours. Then, take a long-distance bus at Yuexiu South Bus Station (in Guangzhou) to go to Hong Kong. Or Just take the through train from Guangzhou East Railway Station to Kowloon in Hong Kong. Or you may take a ship from Panyu Lianhuashan Port in Guangzhou to Hong Kong.
2. Go from Haikou to Guangzhou by ferry. Then, you may take a long-distance bus, ferry or through train to go to Hong Kong.

From Sanya to Hong Kong:
You may take a train from Sanya to Guangzhou. Then, follow the aboves ways from Guangzhou to Hong Kong.

I'm considering taking the same travel that Ms. Evelyn suggested. Did you find out any more info ie costs/time?

As I mentioned, the buses from Guangzhou to Hong Kong are available in Yuexiu South Bus Station. Besides this bus station, there are many other pick points for the buses to Hong Kong. They are the major hotels inGuangzhou. You may read the following page of the details for reference:
https://www.travelchinaguide.com/cityguides/hongkong/transportation/bus.htm

By the way, the buses from Yuexiu South Bus Station to Hong Kong leave at 08:00 and 16:00. The ticket is around CNY80. It takes about 3.5 hours to travel to Hong Kong.

As for Guangzhou to Kowloon through train, you can read this page. Here is the site:
https://www.travelchinaguide.com/cityguides/hongkong/transportation/train2.htm

Here is the another site for you to know the details of the ferry from Guangzhou to Hong Kong:
https://www.travelchinaguide.com/cityguides/guangdong/guangzhou/port.htm