For all the invitation letters, I produced, all followers needed to be added to the main visa holder's documentation. Both visa holder and spouse/followers needed to be there.
If your foundation paperwork is perfect, you can get a visa anywhere in Asia.
Vientiane is always the suggested option because it is the closest and easiest and less hassle.
I don't know currently about Hong Kong, but it's like a 1% place, because most people don't choose to go to expensive cities to get their visas especially from Chiang Mai.
One possibility is trying since you are going to be there, and having Vientiane as a backup.