since you are in macau, if you want a taste of China, try crossing the border to Zhuhai.
for KTV, you can try the one at 来魅力 Charming Hotel, just a 3 min walk from GongBei border.
for HJ massage, you can also try the 东方皇朝 East Spa at Charming Hotel.
for FS massage, you go to 金叶 JinYe Hotel just nearby Charming Hotel.
All these locations are close to Macau border, have lots of people, and relatively safe.
have fun!