Oh Thailand,my favorite country.I have been there 10 times for holiday within the pass 3 years.but I don't like the official of Visa On Arrival,they corruption.

back to the point:you arrive Macau too late,most of the Macau bus are out of service.but the main problem is the port which connect Macau with China is closed,you can't go to Zhongshan untill 7am.

if your destination is central or northern part of Zhongshan.I think the best way for you is to Shenzhen Airport.then wait untill morning.then by coach to Zhongshan down town.this is airport bus,convenient and comfortable.it will cost you 1.5 hours only.

if you go to Macau,you have to wait untill morning then by bus to port,more then 0.5 hours.pass the 2 port into Zhuhai City,maybe 1 hours.then look for the bus to Zhongshan City and wait for it,maybe 1 hours.then it will cost you 1.5 hours by bus to Zhongshan City.you will be very tired.

I m a local of Zhongshan,living in the southern part.