I’m in Hong Kong and the only way you can live here is either get a job (work visa) or marry someone from here (dependent visa).
If you want to own a gun...forget it here. You can own but but you need to store it at the local shooting range. If you want to keep it at home then you need government permission to do so.
Can I ask you where you are? Hong Kong Island...Kowloon...New Territories? My several recent visits there seemed damn expensive to me.Or is there a way to do it cheaply?