Hi Rebekah, I did this journey in reverse a couple of months ago. I took an overnight sleeper bus to Guangzhou which I booked through my hostel (monkey janes) in youngshou for about $15 us,This part of the trip takes around 9hrs. After this I got completely lost as know one in guangzhou seemed to know where macau was, I ended up taking a local bus to Guangdong and then another to zhuhai which is on the china Macau border. These last two buses were really uncomfortable and took around 12hrs to get me from Guangzhou to zhuhai.
In retrospect it would have been easier,quicker and more comfortable to get the direct sleeper bus from youngshou to Shenzhen on the hong kong border and then a boat across to Macau. You can do this in reverse.
I hope this helps a bit, have a wicked time in china! over 6 years ago