Ferries to Macau are 160hkd on Klook but require 48 hour advance booking . Main advantage is the terminal is easier to get to. If this is no good, the bus from the Macau bridge is harder to get to but there are plenty of buses there and it's only 60hkd. Takes about 40 minutes. From the Macau side there are plenty of free shuttle buses to the ferry terminal, then from there you can get a free hotel shuttle bus to one of the many hotels/ casinos. You can take the one to star world casino of you want to be close to Golden Sauna.
If you have a HK id card you can register it at the terminal for free for electronic entry which lets you skip the queue at immigration, saving quite a bit of time if it's busy
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