Documents require on entry to Hong Kong.

1. In Hong Kong, my family(Malaysian) will be putting up with my cousing, a Hong Kong PR. I understand that I have to produce air tickets and hotel reservation on my entry to Hong Kong. Since I dont have hotel reservation, what other document of accomodation do I need beside the air ticket? 2. I will be travelling from Hong Kong airport to Shenzen and it was mentioned that I can take the east rail from Hung Hom of HK to go direct to Shenzen. Is this east rail from Hung Hom is from the airport? What about the imigration check point? How long is the journey? 3. Can I buy or book the ticket for Macau to Hong Kong airport online? Appreciate your reply.