Day1: You can walk to Jordan Station and take Subway to Admiralty Station, and then take Bus 629 to Ocean Park. After the visiting, take Bus 629 back to Admiralty and take bus 15 to the Peak, after that, you can take the bus or tramway down the hill and take Subway Line Tswen Wan to Mong Kok, and then walk to Ladies Street.

Day2:You can take Subway Line Tswen Wan and change to Kwun Tung Line at Yau Ma Tei, finally chage to East Rail Line at Kowloon Tong Station. Alight at Lo Wu Station and pass the customs to Shenzhen.

Day3: You can walk to China Hong Kong ferry terminal which is around 500 to your hotel and take ferry to Macau.

4: You can go to Disneyland in the morning and be back at 2PM, but that is a little waste of time.
You might need half a day in Ocean Park, Half a day on the Peak, and the whole night for Ladies Street, you can tour around Shenzhen for 1 day, and Macau, that's a good plan. The only thing is that I think half a day might be too short for Disneyland. Maybe you can stay there longer.