1. TPE > HKG > Macau: No - Hong Kong does not charge arrival tax (You have paid nothing).
2. Macau > Sheung Wan > HKG > SIN: No - a departure tax is only available if you don't enter Hong Kong.
3. SIN > HKG > TPE: It depends on if you are charged or not. You will be qualified for a refund if you have charged.