Barrier Gate and Gongbei Border are the same thing, for they are respectively in Macau and Zhuhai sides. I guggest you go to Guangzhou from Macau by bus, 2 hours, then take bullet train from Guangzhou to Shenzhen which takes only 1 hour. Finally, take train from Lo Wu of Shenzhen to Hung Hom, Kowloon, HK (HKD33 for 45 minutes.).