macau and shenzhen visa

Dear sir/madam
i have planning with fam travel to hongkong, macau and shenzhen next year...i am egyptian pasport holder and my wife is indonesian pasport holder..do we need entry permit to enter hongkong, macau, shenzhen? If yes ,where we should apply for it because me and my wife are currently working & staying in saudi
Thanks in advance
Dr.ahmed nabil