How can I get Macau visa and where to apply?

Hallo,
I need both for Hong Kong and Macau for my vacation bcause of my nationality.
I went to Chinese embassy to apply but they only take for Hong Kong application and refuse to take Macau application saying they don't take application for Macau. The lady said I can apply from Hong Kong but I came to know that it is not possible to apply from Hong Kong for Macau.

How can I apply for it from Luxembourg?

Many thanks in advance for your support,
KR,
Gurung