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.
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.