Get to Barrer Gate of Gongbei from Macau to Zhuhai by bus or taxi. Pass the border you can find the bus station in Gongbei, which has bus to Guangzhou directly. The ticket fare is about 60-80 RMB. You need Chinese visa of course. If you do not have, try to apply on arrival of the Gongbei Border Custom.

Thanks for the info, Mr. Jamie.