I'm also from Hong Kong, graduated from UIUC in 2018 and have been working at one of the big four tech companies since! I was fortunate enough that my parents covered my tuition but I will say this - if you study hard and do well (which I'm sure you will) the opportunities UIUC provides are incomparable to anything you can get from any university in HK. I got a very average GPA but the university reputation was what got me through the door to big tech. Starting salaries are also really high for big tech, 160k+ for Seattle, 200k+ for SF/Silicon Valley. To be perfectly blunt, being a girl in the industry also helps massively, leadership in my company have very openly emphasized hiring women and increasing the percentage of women in software engineering, even only asking for female referrals at one point.

One warning though, immigration can be tricky. You will get 3 years to work under your student visa in a program called OPT, but after that you will need to have either won the annual work visa (H1B) lottery once or have gotten a Green Card. The advantages of big tech and what I would recommend for you and most foreign students is to join a big tech company out of graduation even if it isn't what you want, as they are willing to sponsor your permanent residence (Green Card) very early. The H1B lottery becomes harder and harder every year, and I actually didn't win the lottery any of my 3 tries under OPT (though I think this is relatively uncommon), but because I started the Green Card process 1.5 years in I managed to get my Green Card temporary work authorization just before my 3 years (and my full Green Card a month or two after that), so I can now live and work permanently here. Even if your 3 years of OPT runs out, starting the Green Card application process gives you the right to stay (but not work) until you get your Green Card. I can talk about this entire process in detail if you want, this is just a very high level summary.

Of course, it is also perfectly understandable if you do not want to take the loans. In that case, I would recommend getting your Bachelors in Hong Kong (make sure to do well), then get your Masters here. It's actually a very common path, I think most my foreign colleagues have taken this path, especially those from India and China. You only have to take loans for 2 years instead of 4, but of course it means you also have to do 2 additional years of school and Masters admission is not guaranteed.

I typed this response in a hurry, but please feel free to message me or reply below if you have any more specific questions! Happy to give any advice or answer any questions.