MTR runs until 1230ish, it's different for some routes. Better to check online. I haven't been up late enough to catch one! If you're worried about safety, no need...But if you are feeling uncomfortable then jump in a taxi. Take the old tunnel, there will be no traffic and it's a lot cheaper than the western tunnel.
One other thing to add, sometimes the taxi driver may not understand you, or will at least give that impression. Ask a reliable person to write down where you are going in Chinese.
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