MU and CZ's programs are not as good as the ones in the US. If you are based in HKG, unless you want to connect in China mainland not much reason to fly MU/CZ (unless you want to head first via land to SZX or CAN). However, since you said mostly China US here's my suggestions.

Going to China, fly CZ/MU and credit to DL. Soon, MU should start earning you MQM's on DL (once MU officially joins ST), CZ already earns MQMs but watch the fare classes.

To the US, just take your pick of carriers, but carriers from the US are probably better. Either way, earn your miles to US programs and try to stick to an alliance. Since you're not happy with CX, seems like you should go to ST.