Do a Kazakh citizen need a visa to Macau/Hong Kong if I do not leave the airport?

Hello,

I hold a Kazakh passport and live in China with a business F visa, extended by my employer every three months. Each time to open a visa I need to exit the country.

If I go to Macau or HK for less than one day, and will just stay in the airport (duty free), like Shanghai-HK-Shanghai flight, will I need any visa there?

Where to find the information?

What shall I say to the officers at passport control?

And the last Q: are there restrictions for the duration of the country exit?..