And it seems it is a first year bird due to the retain primary coverts, but I'm not sure it help to proove wether or not it is an ex-captive bird or not.
There is a good population of Hill blue Fycatcher 700 kms NW of Hong Kong in Guangxi province, and this population could even extent more closier than that. So a potential vagrant is not impossible, but I don't know what time they start to migrate south.
About Chinese Blue Flycatcher, there is also good population in NW Hunan,about 900 kms from HK, so some of the birds seen in early autumn in HK could also be of natural origin.
All the best,
Jonathan