Best way to travel : Hongkong-Macau-Shenzhen

Hi, your plan is good enough. Ferries for all the trips are suggested.

Between HK and Macau, the direct ferry is most convenient. You can take that at China Ferry Terminal or HK-Macau Ferry Terminal.

From Macau to SZ, ycan take the ferry to Shekou Port at the local New HK Macau Ferry or Taipa Ferry Terminal.

Then from SZ to HK, there are ferries at Shekou Port to HKIA directly. And you may also check in at the port in advance.

Thank you so much Adele...