The problem with anyone coming from China to live in HK is the one-way permit. You probably could adopt a child but not be able to have it come to live in HK for several years. Lots of families are separated because of this unusual immigration feature.
Not sure about Aus & NZ, but Canadians have been adopting from the US for years. However, there are some changes now due to the Hague Convention (google it). This Canadian adoption website explains why they have halted US adoptions until the process is completed:
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From personal experience, I second cara's suggestion about local adoption!