Travel around HK, Macau and Shenzhen

Hi, I'm travelling to HK, Macao and Shenzhen with my children early next year. We arrive into HKIA. We plan to spend a few days in HK. We'd like to go to Shenzhen for a few days and Macao for 4 days or so, then back to HK for a few more days. We have 14 days in total. Can someone advise of the best way to get to each place. Travel order (HK-Shenzhen-Macao-HK) thank you.