how can i visit macau & honkong from luohu, Shenzhen conviniently

To reach M, the convenient and fast method is to take the ferry from Shekou Port. From Luohu to Shekou Port, you can take the Luobao Line to reach Grand Theater Station where you can change to Shekou Line to reach Shekou Port directly.
To reach HK, you can just pass the Luohu Border to reach Lo Wu in HK. Then you can use the East Rail Line to reach central area.