There is a brief meeting between the main character and his love interest as he leaves a Japanese sauna. The next shot is supposedly outside the sauna as we look down Humphrey's Avenue in Tsim Sha Tsui. It's possible the building on the right is Humphrey's Court but I don't have anything to compare it to.
Never mind as the next building is unmistakable, it's Carnarvon Mansion which stil sits (and looks almost exactly the same) at the junction where Humphrey's Avenue meets Carnarvon Road (amongst others).
The building at the end of the road (on the left) is Mirador Mansions.




