Are you on a Simple Choice postpaid plan? If so, your data and texts in Macau and China should be free. If you are on some very old grandfathered plan, then it can be expensive.
Also, just to make sure, you're on land in Macau, connected to a local carrier, not on a ferry boat or cruse ship?
^^^ I agree. I suggest double checking your plan. If you're on a Simple Choice Postpaid plan, you won't have to worry about 2G data and text message charges.
I had the same issue in Macau with my postpaid plan. My international roaming service works fine in all countries I visited in Asia and Europe, but I got stuck in Macao, the phone and text worked but not the data. I had to contact T Mobile customer service via the phone (fortunately no roaming charge) and had to take a call back to my hotel land line to solve the problem. The only trick is to punch in #ROM# then SEND to activate the data roaming. BTW unless you are really into gambling you wouldn't visit that tiny place again in your life time.