Can I make a first chinese visa for Mainland China in HK?

I had 3 months M type for China as croatian citizen, and I stayed one day overtime, which is of course a mistake by my side. They told me in HK that I can't apply for Mainland China visa from HK, and I should go back to the chinese embassy in Croatia, which is not acceptable for me (too far & I can't afford ). So I said can I apply from HK with my italian passport (I have double citizenship), and they told me I have to prove how I came to HK as Italian.
So I left HK to Macao with my croatian passport, I entered to Macao with my italian passport and I came back to HK. How big chances I have to get the it with my italian passport ?