Hi, I am Myanmar Passport Holder. I would like to visit Hong Kong and Japan for a vacation,

with Hong Kong being my first place of visit for 5D4N, moving on to Japan, and taking a return flight to Myanmar from Japan (but will take around 8 hours connecting-flight in Hong Kong Airport). For such cases, What kind of visa I need to apply?
Furthermore, during my stay in Hong Kong 5D4N, I also want to visit Macau for one day return from Hong Kong to Macau if permit. So, how to get the permit to Macau from Hong Kong? Do I still need to apply the Macau Visa? or Is it permitted if I only show the Hong Kong Visa and onwards ticket (from Hong Kong to Japan)?

Thanking you and looking forward to a prompt reply from your side!