Yes, you can redeem DL miles for award itineraries on SQ within SouthEast Asia and to select other destinations, such as Japan.

You're right, the OP could use KQ and CZ to close that open jaw as part of a SkyTeam award. KQ flies between HKG and BKK, I believe. For CZ, would you have to take the train up to CAN or do they have operations in HKG too? I don't recall ever seeing CZ aircraft at HKG.