I'm in HK at the IC-GS in TST at the moment.

I need to get to Shenzhen tomorrow night, at the IC again.

I now need to make a trip tomorrow to a trade show in Macao.

I can have a day-trip to Macao and then come back to HK, pick up luggage and get the train, but...

I was wondering about the practicality of going from Macao to Shenzhen directly, the main difficulty being finding somewhere secure to stash my luggage in Macao.

Any thoughts?