The biggest difference between Hong Kong and Macao milk tea must be "milk".
First of all, milk used for milk tea is generally divided into whole milk and vegetable milk, but I won't explain the difference, because it's easy to find the difference by looking casually on the Internet.
All tea restaurants in Hong Kong use whole milk, which is called black and white light milk.
The common tea restaurants in Macao use vegetable fat milk, which is also called weak milk.