remember to ask your maid to sign a letter saying that if she doesn't return home by a date, it means she resigns. In case she didn't turn up, you can fax that letter to immig. to hire a new maid. Otherwise, it's very trouble.
Yes, your maid needs to go to Consultate to get OEC.
My understanding is that if the maid goes back to Phil. and then when she leaves Phil., she needs a OEC. Otherwise, if she processes it in Phil. it will take 3 days, it mean your maid can't depart immediately at airport. Also, processing OEC in HK is cheaper.
I have called Phi. Consultate in HK to double check and so it's important to get OEC not becuase of HK immg.