1. Fly to Zhuhai from Haikou (50 minutes), the air ticket is not expensive. There are buses from the sirport to Gongbei Border. Pass the custom, change to buses to any place you want in Macay. At the border, there are free buses to some hotels in the city center, you can get on those free buses and then find your place.
2. Take trains to Guangzhou first (some 11 hours, ticket fare is about 200-300 for sleeper) and Guangzhou China hotel has shuttle bus to Macau. The safer way is to take bus to Zhuhai Gongbei and then to Macay, follwing the same steps as 1.
3. Take bus at Haikou Bus Terminal at 13:30 and get to Zhuhai 12 hours later. Then transfer to Gongbei then to Macau.