Are you looking for an accomodation in Macau or HK? If you are going to spend the short holiday mainly in Macau, there is no need to book a hotel in HK. It is beacause you could return to Macau in the same day.

Well, besides of the expensive helicopter, there is only the ferry could be used for your transportation betweem Hong Kong and Macau. When you arrive at Sheung Wan Terminal, HK on early morning, you could take the metro to reach the Disneyland quickly. After one's day visiting, you could catch a ferry at the same terminal back to Macau.

Tips: you'd better book the ferry and Disney's enterance tickets in advance. Here are the official website for ticket booking

Suggest you take ferry from Macau to China ferry Terminal in Tsim Sha Tsui and stay one night at Tsim Sha Tsui, Yau ma Tei or Causeway bay areas, which are cheaper. Chunking Mansion in Nathan Road, Tsim Sha Tsui has many budget hostels. See this for more hotels:
It is also connenient to use MTR at Tsim Sha Tsui to Disneyland. Need to make transits (Tsim Sha Tsui-Kai King-Sunny Bay-Disney special Line)