The hotel offer free shuttle bus to Macau Ferry Terminal every 30 minutes. You can use this free service to the ferry terminal and then take bus (many buses, such as AP1) to Barrer Gate, Gongbei Border. Pass the border, you are in Zhuhai. To buy those things in Macau, I think the bazaar and shops nearby Senado Sqaure are best places. You can buy at Zhuhai. There are outlets and duty-free shops in Jida, not far from Gongbei,Zhuhai