Hong Kong dollar (HKD)
Macau dollar (MOP)
China dollar (CNY or RMB depends on how you call it.)
In Macau:
- You can use HKD in Macau. This is widely accepted, but people in Macau hate the 10 dollar HK coin. (The official rate is 100 to 103, if you don't mind to loss that 3%, you can do it.)
- RMB is accepted in some store only.
In Hong Kong
- You cannot use MOP in Hong Kong. Almost no one take it.
- You can only use RMB in certain stores.
In mainland China
- You cannot use MOP in China. Almost no one take it.
- You can only use HKD in certain store. Some people may take it. (Well... The value for RMB has grow higher than HKD. There was a period of time that HKD worth a little bit more than RMB but close to 1:1, it was popular to use HKD in zhuhai and Shenzhen during that period of time. However, most people won't take HKD in China anymore.)
HK$ can be easily change to China RMB right after you exit from China immigration just be careful of FAKE notes. If you have an HSBC account, you can withdraw RMB from any HSBC Shenzhen branch - one is located in Lo Wu and another in Shangri-la close to the Lo Wu border.
Can you use Singapore money to shopping in Johor Bahru? Sure no. Why don't you just change it at the currency exchange booth in Macau airport or Zhuhai/Shenzhen.