hello, which is better way macau hk - shenzhen -macau? or macau sz then hongkong to macau?

Actually, both plans are feasible! Between Hong Kong and Macau, the ferries are very convenient! Between SZ and Hong Kong, you are advised to use East Rail Line of HK to travel and it is needed to pass th Luohu border! Between Macau and SZ, I suggest you take fere to travel: in SZ, the ferries can be taken at local Shekou Port and in Macau, you can go to Macau Maritime Ferry Terminal or Taipa Temporary Ferry Terminal for ferries.