For low number Macdonnell Road from the Conrad, I will go through Hong Kong Park and get out at the Marriage Registry, walk by the Peak Tram Terminus, and then follow Tramway Path (which, no surprise, follows the Peak Tram route) to Kennedy Road. Cross Kennedy Road, but turn right (i.e. go west), and DON'T go up the steps of Tramway Path. Just before the Cotton Tree Drive overpass, there are steps to go up to a basketball court (just before public toilet). Continue up Cotton Tree Drive to YWCA Garden View at 1 Macdonnell Road.
Bishop Lei is a different hotel, on Robinson Road.
BTW, I spent 11 years going to school on Macdonnell Road.