There are so many flights HKG-BKK, it's a very competitive route, and if she asks around local TA, she should be able to get a reasonable fare at the time she wants.

Air Asia also more flights from Macau (MFM), including a late one that's about the same time as the SZX one. From a random date I look at for late November, fares is about the same, if not cheaper. 900MOP one-way from MFM compared to 800RMB from SZX.

Ferry to Macau costs a little more, but not by much.