i need to travel guangzhou- Hong kong- Macau- guangzhou... Kindly suggest

You mean you want the transportation methods?
According to the travel plan, it is very well. In my opinion, you can have a short visit to Shenzhen if time is possible after Macau.

For the transportation, you can take the train from GZ to HK. Then from HK, the ferries are easily to take to reach the Macau. Then if you plan to Shenzhen, you can take the ferry from Macau to Shenzhen first. From Shenzhen Railway Station or North Railway Station, you can find the bullet trains for GZ. If you do not plan to, you need to pass the bord to reach Gongbei in Zhuhai. Then you walk to the west side to find the Zhuhai Railway Station, where you can find the bullet trains for GZ South Railway Station directly.

Anyway, hope you can have a nice trip in those place.