Less of a headache to go with A11 at the bus terminal IF you are going to follow the advice of taking the Macau ferry outside of the airport. Well, if money is not a concern to you, you can even take the cab. I think it'd be around 200 HK dollars?
Yeah, the Plaza lounge wouldn't be so bad. A quick way to freshen up too. You can always send them an email to double check if your AMEX plat card works there or not too so you might get in for free