macau amd hongkong visa assistance

i will be travelling with my son to macao this coming May and plan to visit macao and hk one day respectively. also to add in our itinerary is to check whether hk or macao embassy are accepting visa application for students. changing the dependent S2 visa to J visa (student visa) in china mainland. one of the university here already told me that my son need to exit from mainland to process his student visa. any assistance that you can relay to me about this matter. just to save instead of going back to our country. thank you very much.