I would like to have an Asia trip from Malaysia to Hong Kong (if possible).
Is there anyone who has been doing this kind of trip? And I wonder if there is any sea transportation that provides a connection between Hong Kong and Vietnam?
There are no "ferries" that travel the route. Ferries are not available for this distance since the minimum distance (bee line) from Hong Kong to Vietnam is 600+ kilometers. You would rather get on board a cruise ship.
As an alternative, and maybe more interesting, you can also take a train. However this will require you to get a Chinese visa, which the boat does not need.