I am planning go to Guangzhou on Dec 18 & will arrived at HKG airport on Dec 17 at 23.00pm.

I am sorry that there is no train or ferry service to Guangzhou at midnight. So, you are advised to spend one night at the airport hotel, and take a coach to Guangzhou the next morning. The coaches are available from 7:00 to 22:45, and the fare is HKD 220 or 250.

From Guangzhou to Meizhou: take a coach to Meizhou from Tianhe Bus station at no. 633, Yanling Road for CNY 152. The buses are available from 6:55 to 22:15, and the duration is about 5 hours.

May I know if travel from Shenzhen will be nearer to Meizhou instead from Guangzhou? How long it will take from HK to Guangzhou and Shenzhen by train, bus or ferry?

Since we are going by group of 10 persons, which transportation is more convenient to us?
Our routing would be Hkg-Shenzhen-Meizhou-Guangzhou-Macau-Hkg or Hkg-Guangzhou-Meizhou-Shenzhen-Macau-Hkg, which one is the best way to arrange for our holiday?
Thanks in advance for the best advise

Yes, the distance from Shenzhen to Meizhou is shorter. So you are suggested to go to Shenzhen from HKIA first and then Meizhou, Guangzhou, Macau.
You are suggested to take coach at the airport, and arrive at Shenzhen directly. The bus schedules are from 06:50 to 22:30. The duration is about 2 hours. It costs 170 to 220 HKD per person.