There's a ferry service from HKG to Macau, without having to go into Hong Kong:

http://www.turbojet.com.hk/eng/schedule/airport.html

If you take the 2pm one, you'll get there before 3. Allow about 15-20 minutes to clear immigration. Only go up the Macau Tower if the weather and air quality is good. St. Paul ruins and Senado Square can be visited at night as well, as they are lit up well. It's just a walk through.

I think staying there for overnight is not a bad idea. You can take a ferry to Shekou next morning directly from Macau. First one is at 10:15a, and takes an hour:

http://www.xunlongferry.com/e-pwzx.asp

You can do as little or as much you want in Hong Kong in 2 days. Victoria Peak can be done in an hour if you just take the Peak Tram up and come back down. NP360 is a longer trip. 35 minutes on MTR from city to Tung Chung, then the cable ride is 25 minutes, if you go on a weekday with no wait. An hour or so minimum to visit the Big Buddha and walk around Po Lin Monastery, and back.

Stanley is worth going, for the scenic bus ride and walk around the area, but not the actual market if you're not into shopping. Tsimshatsui is just part of the city where you will end up anyways (either because you're staying there, or if you take the Star Ferry across the harbor).