Hi, we are coming from US, land at hong kong airport, going to Taishan

1. Well, if you only wanna go to Taishan from HKIA, it's not necessary for you to take the ferry. You can just take direct long-distance bus at the airport and go to Taishan. The bus schedules are 07:00, 07:15, 09:00, 13:30, 17:00 and 18:30. It takes 4 to 4.5 hours on the way. The ticket fare is 250 HKD per person.
2. If the Chinese passport holders have US visas, they can stay in Macao visa-free for 7 days. And US citizens don't need to worry about visa problem, for they are exempt from visa for 90 days in Macao.

thank you for the reply , the problem is the plane lands at 8:00 PM HK time, given extra hour to exit airport and collect luggage, so it seems the only transportation to China past 9:00 PM is the ferry to Macau, we don't want to wait till the morning, do you know of any other transportation route past 9:00 PM ?

Well, the last ferry from HKIA to Macau is scheduled at 21:30. See whether you can catch it or not. If not, you need to find a hotel nearby the airport. And then take the long-distance bus to the destination in the next early morning.