Jelain,
To clarify a few things, you absolutely cannot work at any other job while you are here on a DH visa nor would any employer look at your applications with any seriousness. But it does get you in and at least takes the time pressure off.
If you get married later, yes you can then apply for a dependents visa. They can do it all while you remain in Hong Kong with a release from your employer once the dependents visa is ready and then a change of status. However, often it is just as easy to exit to Macau for the night to exit as a DH and re-enter as a dependent.
I haven't looked into the requirements for a student visa etc but these may be a viable option for you.