Non tag through baggage at HKIA to catch the ferry.

No, you don't need to check in your luggage at HKIA. Upon landing, u don't need to get through the immigration either. Just go to the Arrival Level, T1 to buy ferry ticket to Macau and present luggage tag receipt at the Ferry Ticketing Counter at Transit Area E2. Then take the shuttle bus to Skypier. Scan ferry ticket and check your luggage status at the ferry boarding entrance. Then get on the ferry to Macau.

Let me know whether this is what you wanna know. And if you wanna consult more, dial 852 2215 3232 to ask.

Dear Shonali,

Your answer is very informative to my trip, both to HK & Macao. Thank you.
BTW, if I am not too rude to ask, is your answer reliable as it seems you are from India instead of somewhere nearby HK. Probably it's your own experience by using the route?

Actually, my husband owns his business in HK and I am a housewife. We travel a lot in HK, Macau and mainland China. Anyway, if you wanna confirm the infor, there is detailed information/description at the official website of HKIA.