You could spend 10 days in just one of those three places and still not get bored. Given the constraints, I'd limit your stay in HK to a minimum: it's one of my favorite destinations but honestly it's just not going to be that great in February, and it's always easy to go there again some other time.

The time of the year should be good for Chiang Mai. Between Bangkok and CM, a lot boils down to your preference for hectic vs (comparatively) laid-back, so if I were you I'd be choosing depending on what you want your trip to be more like.

Also, Chiang Mai is somewhat more cumbersome to get to, so you probably won't be visiting again anytime soon, and I'd keep that in mind too: you probably want to visit everything you find interesting there (HK and Bangkok you'll have to choose, they just have too much for a single short trip anyway).