There are many. You can take the through train to Zhuhai Gongbei at Xinhui New Station, take the through train to Zhuhai Gongbei at Zhongnan Station, take the China Travel Service through train to Zhuhai Gongbei at Xinhui Overseas Chinese Building, and take the night chicken train to the South Ring Road, but it takes a little longer, because you don't take the expressway again. You can go to Gongbei, Zhuhai and go directly to Macau.