the best route and how to get to Macau then Shenzhen and Changsha

Dear Cindy,
20 november arrival HK,stay one night here. My first plan is on 21nov-23nov to SZ, then direct to Macau 23-24nov, back to HK 24-28 ,if you say that much easier to go both SZ or Macau from HK...plan change based to your suggestion then.
By the way if i would like go to changsa also, my question are:
- do you think visa must arrange from indonesia will be better?
- which easier go to changsa from HK or Macau or SZ?
Cindy>>may I have your personal email?
Thanks