Several years ago, I took my Kenwood G71A to Macau several times to participate in competitions. However, I found that the handheld radio was easily detected by customs officials. It's best not to put it in your bag. Once, when I put the radio in my bag, I was stopped at the border and questioned about its use. I explained that I was using it for personal purposes, but they seemed suspicious. They suggested that I should not put it in my bag again.
Regarding the call sign for Macau, you'll need to enlist the help of a local contact in Macau to obtain an "XX9T" (temporary call sign), which is valid for one month. Both members must have Macau identification cards to apply.