What you are feeling is culture shock. It's completely normal. I went through the same thing when I moved to Kuala LUmpur 15 years ago - and I HATED the place. Some expats around me loved it; many of us hated it.
When I came to HK 5 years ago, i expected to hate it. I don't like big cities and I didn't like Asia the last time I lived here. But I love it here. Odd eh?
I think the difference is nothing to do with KL or HK. It's all to do with ME. I'm much more flexible that I used to be. I'm much more capable of ignoring the things I don't like (like the stupid women doing the shopping, the luxury stores, the pushing and shoving, in fact most of what you listed!) and much more capable of finding something that I do enjoy and getting on with it.
I enjoy hiking and have found that the hiking meetup group was a great thing to discover. Finding that HK is full of empty, beautiful hikes, beaches and places with no people, or shops yet easy to access was a godsend. I found serenity and like-minded people. At the same time, after living for 10 years in Australia and NZ, I really do appreciate being closer to the "centre" of the world again and only a 12 hour or less flight from most places, rather than a 24 hour flight. There are SO many short trips you can do here - it's a paradise.
I love the fact that I can sleep or read or surf geo on my bus to work, rather than having to deal with NZ drivers. So there is plenty to love.
You just need to see it. You need to focus on the good, and ignore the bad. Folks like Dear Giant appear unable to ignore the bad. They whinge about it on here all the time. I'm not saying it does not exist, nor that we couldn't try to improve HK - every so often I try. But to be happy, relaxed and enjoy the place, some selective vision is essential, and accepting what you cannot change is essential too.
The locals en mass are a weird bunch - money orientated, pushing and shoving, morons in general. But each of them individually is often kind, interesting and fun - it's a strange dichotomy! So learn to choose what to focus on, relax, find something you enjoy doing, get to know people and you'll enjoy HK too.