You can get a Z-visa in Hong Kong as long as you have all the necessary paperwork that your employer can provide for you. If you want to leave the school and you’re on an F-visa, no problem. If you’re on a Z-visa, they can yank your visa and cause problems for you. I would consider F-visas to basically be off-limits at this point, I don’t think we’ll be seeing many of them, for now at least.