Transit (G) Visa application via third country

Hi all, I am holding Malaysian passport & will be visiting Hong Kong this coming saturday (20th Oct) for a one week stay.

As I will be flying to California, U.S. immediately after this Hong Kong trip hence I have very limited time to apply Transit G Visa in Malaysia.

My question is, is it possible to apply it in Hong Kong during my one week stay ?
What is your best suggestion if otherwise.
Thank you in advance for your kind assistance!