Lamma seems like a love/hate type place. I have known people who love the lifestyle, but others (myself included) would not like the isolation. Spend some time there and see if it suits you.
Shenzhen, though cheaper than Hong Kong, is not as cheap as it was 10 or 15 years ago. It is slowly catching up.
You can find small village homes in HK (subdivided) that are close to 400 sq ft for 3000 hkd but they are very old buildings and often with no view outside (not much fun to live it).
9k a month budget (including transport) and a job in Pok Fu Lam is not an easy one.
Just throwing this out there.....have you thought about tutoring/NET teaching part time at evenings/weekends? Even with no experience you could make $250 hkd per hour (give or take). If your husband and you do one night a week (4-5 hours) you could double your housing budget!