Go back or extend visa

My brother wife was refused visa extension as the supervisor said that she should have applied the dependant visa before coming to hongkong. Now yesterday finally the immigration refused to extend visa and ordered my sister in law to leave hk the next day. But she and my brother went to maccao to get visa extension.
Now the officer suggested my brother to come to maccao again for visa extension or go to China.

When we checked with the officer on the status of dependant visa he that he will start to work on my sister in law case this week.

So now they have 3 options :

Go overseas to extend visa
Get a lawyer to the supervisor in hongkong immigration
Go back to India and wait for dependant visa

P.s both of them are indian passport holders

that's a pretty badly composed question.