I understand your problem but your example is not even close to situation with Hong Kong because officialy Hong Kong belongs to PR China today and it is Special Administrative Region of the People's Republic of China so you'll find it listed at same way almost every where and even it is listed among other countrys is compromise .Now I'm not saying this because I want argue about Hong Kong status..to be honest I don't care aboout it...I say it because you'll have to implement some custom solution because what ever entry you use for country codes/states/provincies you'll have same issue because most of them will not even list country if it officialy is not and belongs to other State
Blesta uses the ISO-3166-1 standard for country codes and ISO-3166-2 for subdivisions. Hong Kong does not define any standard ISO-3166-2 subdivisions, which is why none are listed.
I would suggest using my States & Countries plugin to update the entries to better suit your needs.