The visa type must be student visa for both places.
The United Kingdom Student Visa
For Non-UK citizens
This course is due to start at the end of September. The University of Sheffield only begin the Confirmation of Acceptance for Studies (CAS) process 3 months before the start date of the course. Once you have accepted an offer to study full-time at the University of Sheffield, they will email you the relevant information.
Regarding the UK student visa, please contact Student Support and Visa enquires via firstname.lastname@example.org.
Hong Kong Student Visa
For Non-Hong Kong citizens
Around late October during your study in Sheffield, The Hong Kong Baptist University MScGMM Programme Office will send you an email regarding Hong Kong student visa application. You will need to fill out those forms and Hong Kong Baptist University will process your application (Application fee HKD450) on your behalf.
Normally you need a travel document (or passport) that is valid for at least six months after the planned departure date of your return flight. You are suggested to have your travel document valid for 18 months from the start date (late September) of the programme.