Yes, there is an amateur league in Hong Kong. There is an A Grade and a B grade. A is more advanced than B. I played in both grades for a year each. B grade plays their games around HK on football/soccer pitches while A grade plays all their games at the only legit baseball diamond in HK. This diamond is located in Lam Tin. Take exit D and go left - you'll have to walk 10 or so minutes. The quality of baseball here isn't great, honestly. The A grade has a team who is made up of mostly HK national team members which usually win the league. Their ace throws 80-81 mph; if that gives you a ballpark of the pitching quality. In my two years, I've seen 1 other westerner playing and it likely has to do with HKBA's website not being in English and their lack of getting back to people.
Ball equipment - I have come across a few places. There is a place in Prince Edward near the goldfish market called Tokyo Sports (I think). There is a Mizuno sign out front. Go upstairs and you can find wood and tin bats. There are gloves but they aren't great - there are definitely white spikes though. Another place is in TST but it's all in Chinese so I don't know the name of it nor the location (that has nothing to with it being Chinese). It's really small but the stuff I saw there was better than in Prince Edward. There used to be batting cages with a good store in Ngau Tau Kok. It, however, closed a couple months ago.
Last I heard, is there is a brand new batting cages place. I'm told it's expensive but I've seen photos and it looks nice. The address is 2/F 79 Hung To Road, Kwun Tong. It's called "Play."
If you want more info, let me know. If you're interested in getting in contact with HKBA message me and I'll give you the number of a guy who is really helpful and likes ball a lot. He speaks great English too.