This thread can best be summed as Some people earn more than me, some people buy things I would like, Girls with lots of money think I'm poor and laugh at my lack of things / flat / holidays.
AKA Envy.
One thing I do think is quite important to have as a personality trait when living in expat-favoured cities is resilience to being judged. In my experience people here tend to judge a person's worth more on material possessions, if you are sensitive to being judged as lesser because of that, then HK is likely to make you depressed. People with a stronger sense of their own worth, and goals can shrug / laugh it off, people that don't may tend to overspend and seek out wealthy friends to give them the appearance / illusion of being wealthier. Which will, of course, lead to them feeling even more unhappy with their lot.
Get a grip and find goals that you can satisfy within the constraints of your income level.