Can I apply for Z Visa in any country?

I have submitted all documents with my company , and we are now waiting 1-2 months for the work permit to be confirmed. Once I get the work permit, can I apply for the Z in any country? I l was in London when I applied for the permit, but now I am thinking of moving out to a another country (Hong Kong , to visit family) while I wait for my permit to be approved . Since I cannot be jobless for 2 months and live in London.