There are no overnight markets - the "night market" is actually an evening market and closes down by around 23:30. There are a couple of working wholesale markets (fruit & veg etc), but they are not tourist places.

There is also very little street food in the sense that you get it in Thailand, Vietnam, Taiwan, etc, although there are plenty of small restaurants dotted around that are open 24 hours.

Of course on a Saturday night there are plenty of late night bars, clubs etc. The two main areas where English is widely spoken are Lan Kwai Fong and the adjacent Wyndham Street, and Wanchai (around Lockhart Road). The former is a bit "smarter" and the latter a bit seedier (with exceptions in both cases).

The cheapest transportation to and from the airport is by bus, and they run all night. No idea what lounge Delta uses or when it opens.

PP uses the Plaza Premium lounge at HKG, which is open 24 hours.