HK immigration will never ask for anything. It's always just a question of whether you'll draw a fussy check-in clerk who enjoys finding problems.
You'll lose a lot of time checking-out then checking-in again in Macau. I think just a day trip is fine for Macau, and on a short trip there's enough in HK to occupy you, so I wouldn't press you even to visit the place on this trip. Better to go there on your second visit to HK.