Thanks everybody for the nice offers of advice. I kinda made the post just a day before leaving. I am back now, but I had a rather enjoyable stay. In the end I only went to one place that I found by accident in a tourist guide book. It was the Sino Centre in Kawloon. Most of it is electronics, music and figures of major animes, but on the top floor there were some manga stores and one of them was showcasing a book with Marisa on the cover so I went to investigate and ended up leaving with these (fully translated into Chinese):
I think this could be a heads up to anyone looking for the official Touhou manga. I took the last copies of FS1, FS2 and BND. FS3 just came in as I said so they had more of these. Didn't check the other stores after that, you might get lucky too.