what specific location do you recommend for changing a large amount of THB into HKD?

If you've got a HK bank account I'd suggest doing a TT and withdraw the money there as the TT rate will generally be better than the banknote rate.

Not too sure what the exchange rate in HK will be but if you want to exchange to HKD here before you go I'd check out Super Rich in Pratunam since they can deliver to you (if your volume is big enough) and they'll give you pretty good rates. Just do a google search for their website.

Might be better to change THB to USD in Thailand and then USD to HKD in Hong Kong

Just go to Super Rich and change THB to HKD. The spreads there on THB>HKD, though greater than THB>USD, are still slim enough that it beats changing THB in Hong Kong, or changing THB to USD in Bangkok then USD to HKD in Hong Kong.

Might be better to change THB to USD in Thailand and then USD to HKD in Hong Kong

No no no. If you do this you are charged twice.

Just use your Thai atm card while in HKG and you are charged the bank rate. Cards work everywhere. Only if you are changing bundles of money will you get a great rate but that said it's best to change your money here.

In China town, many exchange place offer better rate than Super Rich.

They offer HK$ cash in Bangkok or tranfer to any bank account in HK.

A lot of small money changers in small shops on the streets near popular hotels. They offer much better rates than the HK banks and large exchange places (ie the airport) but don't know about the rates offered here in Th. I would suspect HK better.