i am going to shenzhen from macau airport via hongkong, what is the easiest route i should take?

Answer 1

the most direct. it may be quicker for a non-stop, but some flights have addtional points to go in and out, and saome are called fly through. you have a layover, but may or may not have to change planes. some flights even go someplaces just to provide the service.

Answer 2

I waited quite a while at customs with the crowd when I traveled from Guangzhou to Hong Kong via Shenzen by bus.You probably know how the crowds can be here.
When I traveled by train back to GZ there was smooth sailing through customs.Hope this info helps.