Macau resident wanting to sell on Amazon: Better to set up a company in Hong Kong or Hengqin (Mainland China)?

I’m currently weighing the pros and cons between these two options and would love to get some insights from anyone who has experience with this setup.

Here are a few factors I’m considering:

• Account Approval & Safety: Is Amazon seller account registration smoother or less prone to suspension/verification issues with a Hong Kong company vs. a Mainland Chinese company(Hengqin)?
• Payment & Banking: How easy is it to set up bank accounts or connection to payment gateways (like Payoneer, WorldFirst, PingPong) for both?
• Taxation & Compliance: Which option offers easier accounting, lower tax burden, or more straightforward compliance for a small cross-border seller?
• Logistics & FBA: Does having a Mainland Chinese entity give a significant edge when dealing with suppliers and shipping directly to FBA centers?

If you’ve set up a cross-border entity in either region (especially as a seller from HK/Macau/Taiwan), I’d really appreciate your thoughts or any pitfalls I should avoid. Thanks in advance!