You could request the 'Express Link' Service at the airline check-in counter. A blue tag will be provided to tag the check-in baggage. When arriving at Macau Airport, please don't exit from Macau Customs, just take the Tranist Channel on the 2F. Follow the 'Express Line' signages to Gate NO.8 third counter for registration and boarding the Air-to-Land transfer. Finally, identify check-in baggage at bus bay and take the bus direct to Zhuhai.