Hmmm...why the sudden interest in whether there are US marines at the consulate?
An Embassy has military security and State Department security. A consulate may only have the latter unless local conditions demand both.
I could be wrong, but as I understand it the US consulate reports directly to the US State Department rather than the home embassy (fo example the US Embassy in Beijing). So for all intents and purposes it has the Embassy status, but can't be called that because its not in the capital of a country.
I think the UK consulate in HK operates in a similar fashion, and wouldn't be surprised if other HK consulates do the same.
What I thought this was common knowledge. First line of security is usually some local hired security then after you pass the baggage check and body scanner you are greeted by a second security check. This is usually manned by a marine. They will ask for two forms of ID. Usually its passport and driver license. I have been to Beijing and Seoul embassy and checked by a marine on the 2nd security check at both countries. The only difference is the Beijing embassy has a extra security parameter around the embassy guard by Chinese military police. However I donâ€™t remember seeing a marine at the HK one but that could be I was paying attention.