How to go from Macau to Guangzhou East railway station. I will be staying at the Venetian.

From Venetian, you can take the free shuttle bus to reach the Border and then you can pass the border to reach Gongbei, Zhuhai.
From Gongbei Qiguan Bus Station, you can easily find the direct buses to reach Guangzhou Tianhe Bus Station. From Tianhe Bus Station, you can take the local subway line 3 to reach Tiyu West Road Station where you can change to the other section of line 3 to reach GZ East Railway Station.