mode of transportation from (Hong Kong Macau Ferry Terminal) to Shuiwan Road, Gongbei

1. I wonder whether you refer to Macau Maritime Ferry Terminal. If so, take bus no. AP1 to the border gate within 20min and go through the immigration to ZH Gongbei within half an hour.
2. Bus is recommended. See answer no. 1.
3. Generally, visa on arrival is available at the border, but I heard it is a little hard to get for Philippines passport holders, so I suggest you apply for a Chinese visa in advance.