I give you a less than 5% chance that they will merge the PNR's and check your bags through to Macau. Even with a merger, it's cutting things too fine. If you can't add an award segment on to the CA ticket, then change your flight to Macau. Either take the next flight or if that's extremely inconvenient, look into cancelling and taking another airline/flight on the more frequent PEK-HKG route, then ferrying over to Macau using Skypier.