There are direct ferries from Macau to the Hong Kong airport, but the last one leaves at 20:00 and the first one at 7:30. For a flight at 9 am or earlier I need a different way to get there. I like to avoid a night in Hong Kong or the airport itself. I also like to avoid taxis and I can't go through China. My flight is at 6:20 am
Turbojet has a ferry almost every hour, all night from Macau to Hong Kong Ferry Terminal. From there you can take a short taxi ride (you could also walk but it's a bit far) to the Airport Express station and the train to the Airport. It will make your trip about an hour longer than going directly to the airport via ferry, but it sure beats staying at the airport over night.
This is what I ended up doing:
I took the 3am ferry from Macau to Hong Kong Island.
Outside the ferry terminal I caught the N11 bus directly to the airport. It took about one hour and cost 31 HK$ (4 USD). It runs every 30 minutes, I took the 4:20am one. I was a bit concerned that 20 minutes may not be enough time to get from the ferry through immigration down to the bus, but at this time of the night it took less than ten minutes.
So there are enough ferries and buses all through the night to get you to the airport any time you need to.
This requires going through Hong Kong, so if you need a visa this may not be an option.