You can check with company register website to see whether the company is a register company in HK. If so, employees are under protection by HK labour law.
Regarding Plitskin's case, I think you are concern with the termination letter rather than other things.
From the first beginning, you were an illegal staff in China and your previous employer had vioated China labour law. It simply understand why he refused to give you termination letter.
I think your previous employer only want you pay him/her money (7 days of salary) back.
Maybe you talk with him, if he give you termination letter, then you pay him/her money in return.
In HK or China, if you are not being caught immediately, how can your previous employer accused you committing crime?? Please tell me, how, any evidence? any witnesses?
Plitskin, please go ahead to close this case. If you already found another job, why sticked on the history??
History is history, you cannot change it !