An interesting feature of Davol's trip seems to be that he had to run up a rather significant expense account paying bribes to the local authorities so he could film notably this included the Police Forces of both HK and Macau as well as the various boat owners, immigration officers, customs officers and even the Communist patrol boat crews!
Anyway, we shall start off this particular film with a view from the inner harbour looking towards the southern end of the peninsula. The camera work is a bit blurry and being black and white adds a little to the lack of clarity but if you looks carefully you should be able to the see the back end of Penha Church up on the hill (top left) and directly under it, about halfway down the hill, looks to be the Moorish Barracks building - the latter caught at a time when it could still be seen from sea level.
I don't know what the curved building is on the waterfront but its position tallies with the modern day Capitania Dos Portos (i.e. Macau Port Authority). You can just see the low rise shop houses along the waterfront (Rua Do Almirante Sergio), there are a few examples left but are now mostly hidden from view by various developments that have cropped up along the old pier areas.