Can't remember exactly the building but if you show up around there and ask you will find it easily. You may have to book an appointment in advance. I had to once but not the other time. This is the website
You are following normal procedure. You are supposed to get your non b from a consulate outside Thailand. I've done this many times in laos, uk, and Malaysia.
Did your work specifically state the Hong Kong office on your application?
You have to go to which ever one they write on the papers.
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