I went from Macau to Guangzhou. The train (it is a "c" train, no idea what it stands for, but relatively high-speed) takes only 1 hour to get from Zhuhai (across the border from Macau) to Guangzhou South. But from Guangzhou south you have to take the subway all the way to the north station, probably another hour.
I don't think there is a ferry to Guangzhou (turbojet you can charter).