Anyway, the film spends much of the time in what is supposed to be the Golden Triangle but I suspect is probably either Thailand or the Philippines, interspersed with brief moments over in HK where Collins's bosses (one played by none other than Ernest Borgnine) are safely holed up.
Here is the scene where Collins arrives in HK for the first time via helicopter.
The area it's landing on was the helipad on the stone pier that enclosed the dock at HMS Tamar. The dock has subsequently been reclaimed and the new Govt headquarters have been built on the site, so this site is now probably, most likely, where Tamar Park crosses the new Lung Wo Road. The black building in the background is the Great Eagle Centre in Wanchai.