Watching TV tonight (we can receive HK TV where we are), there was a news item on the HK legislature.

Again not getting personal, but you must be referring to Pearl TV or ATV world. That means if you are on the mainland you can only be in Guangdong, Guangxi or Hainan. Not actually sure if Guangxi province can get the HK channels via terrestrial tv, I think they might be able to, but in Shenzhen I was able to get the HK channels by cable tv no problem at all, and even in the west of Guangdong (Zhaoqing). In Guangzhou, definitely no problems, I presume the feed is relayed to guangdong, or picked up and redistributed. It would be entirely possible to pick it up by terrestrial feed in Shenzhen I would wager?!