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.