About immigration: if you are not a Chinese citizen or a permanent resident of HK/Macau likely you are going through a different lane (the one for foreigners) which may be less busy at that time. You do need to wait for a human to check your passport but it can be not much less efficient than the e-gates that locals use given the volume of them.

You can also access Macau directly either from the HK airport or the city - the easiest way from HK airport is probably by bus over the bridge (also has the virtue of being cheaper).