1. You need to wait to 10:00 and take ferry to Macau, after arriving, take free shuttle bus of Venetian Macau to the hotel.If you find the waiting time is too long, you can take airport express or Bus E11 to Hong Kong Macau Ferry Terminal and take ferry to Macau, you will arrive at Macau by about 08:30.
2. You can take ferry from Macau Taipa Ferry Terminal to Shenzhen Shekou Ferry Terminal, from Venetian Macau to ferry terminal, you can also take the free shuttle bus. there are three ferries to Shenzhen everyday,11:00, 14:00 and 19:00. After arriving, take bus K204 to the terminal and walk around 400 meters to your hotel.
3. Pass the customs at Lo Wu Boarder, after that, take East Rail Line and alight at Mong Kok East Station, your hotel is near Exit D.
4. The time you stay can make a trip to most attractions in the city, especially Macau and Shenzhen. That would not be too long unless you are not interested in the attractions there.
5. I think under the "Attraction" page of Macau, Hong Kong and Shenzhen there are details about the top attractions. You can have a look and make you trip.
6. HOng Kong dollar is useable in Macau but not in Shenzhen.