Can I fly to Hong Kong from the mainland with a Thai tourist visa and then leave for Thailand in Macau?

Now that Hong Kong and Macao don't communicate with each other, you can only fly to that place in Bangkok with your passport. If you want to fly from Macao to Thailand, you can only fly directly from the mainland to Macao, but you can't enter Hong Kong. Unless you enter Hong Kong with a Hong Kong and Macao Pass and a Hong Kong endorsement first, you can use your passport to enter Macao and fly to Thailand. The same is true for the return trip.