I suggest BA as the main FFP.
It is rumored that CZ will be a partner of BA （In the near future）, so that you can earn Avios from CZ , （For domestic flights）
CX/KA can be your major carrier if you travel from Shenzhen Fuyong pier to HKG airport without going through HKG border. （and departure tax refund more importantly ）
I don't know your which city in UK are you living. for the 4 segments of BA, can be HKG LHR MAN with BA, and vice versa
indeed, Chinese carrier's FFP is not good in terms of credit card earnings and mileage expiry.
Asia miles programme have soft expiry, however, if you are not living in Hong Kong, it is not that attractive, then go back to BA is better.
Hainan Fortune Wing's club, I am not a fan of it, although the requirement of the status are relatively easy compared to CZ MU and CA