It depends what type of complaint.
If it relates to inflight safety or operational issues then the Civil Aviation Department is where I would start:
http://www.cad.gov.hk/english/contactCAD.html
If it's more just a general complaint about the way they do business I guess you could try the Consumer Council:
http://www.consumer.org.hk/website/w...ocomplain.html
although I have no idea how useful that would be.
There is also the small claims tribunal:
http://www.judiciary.gov.hk/en/crt_s...lt/html/sc.htm
But the Consumer Council and Small Claims Tribunal are only relevant if you made a purchase in Hong Kong.
Of course, if it is a criminal matter then the police are here:
http://www.info.gov.hk/police/hkp-ho...ctus/index.htm
But have you already taken the issue as far as you can in CX's Customer Relations Department? I have always found them quite responsive if you have a serious issue to discuss.
To be able to help more I'd really need to have some idea what the nature of the complaint is. Happy for you to PM if you prefer.