Sponsorship, like domestic TV stations, comes from advertisers. For example, the second part of "The Heart of Greed" runs through moon cakes, and the sponsor is Qihua moon cakes; Jewelry is diamond jewelry, sponsored by Mabel Jewelry, and "Driving Life" in cooperation with the Mainland is sponsored by Geely Automobile. Of course, this is the biggest one and the one mentioned most in the play. Mobile phones, clothing, cars, bags and other places also have sponsors. If you look closely, you will find that advertisements are actually everywhere in Hong Kong dramas.
Nowadays, Hong Kong dramas generally refer to dramas shot by TVB wireless TV stations, because the population of ATV is dying, and it is difficult to produce a film. Only wireless can support the overall situation. The operation of cost should be similar to that of TV stations in Chinese mainland, and advertising is the main source of profit for TV stations.
The boss of TVB is Shaw, so TVB belongs to Shaw Group, and the shooting expenses naturally come from Shaw Group.