Finally, I succeeded to buy NZD in HSBC today. I have checked with several banks last week and they are not available to provide the exchange service. The reason is NZD is not that common in HKG,  it is really surprising me.

For the insurance issue, I bought it through Southern Cross finally. There are few choices of 1 yr travel insurance in the market. The plan covers the following items:

Section 1 Medical Expenses
Section 2 Evacuation & Repatriation
Section 3 Cancellation & Changes to Planned Journey
Section 4 Personal Accident (maximum per policy)
Section 5 Personal Liability
Section 6 Rental Car Excess
Section 7 Money & Travel Documents

Hopefully, I don't need to claim for anything.

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