I found using ATMs in Macau to be very hit or miss. Despite displaying the Mastercard logo, Hang Seng and Tai Fung ATMs did not work. However, I had no problems with HSBC and Bank of China ATMs. I believe I also used a Banco Nacional Ultramarino successfully. I was withdrawing Patacas if it matters (paying for things in Patacas is slightly cheaper than using Hong Kong $s. I withdrew small amounts so that I didn’t get stuck with a lot of Patacas at the end of the trip).
Weirdly though, Hang Seng is part of HSBC and Tai Fung is part of Bank of China. I guess the lesson is to try to stick to the more international brands of banking groups if you visit Macau .