sir you can not become a resident in hong kong unless you have a visa to do so,
you will remain a visitor and it is not illegal if you do not over-stay and do not take up employment, enroll and become a student.
this claim wont even be entertained that you are a resident here provided you have all your assets here.
also in the OP's case he is still a resident in USA, he has not given up his american citizenship,
the original point was that he wanted to pursue studies without having proper visa, and he can not do that "legally",
and it rests there, there is nothing that you can do to prove that he is illegally residing here, if he got a VISITOR visa on his passport that says he is a visitor then he is just that !! (for the duration allowed).
what is so difficult here to understand ?