Dinis, there are many places that sell LEGO. It depends on what you look for. You have at the Cotai Strip KidsCavern but the staff does not love LEGO there. You have “Toysrus” at Macao Tower too. The interesting part is that I found one at a small supermarket near red market (on gai si) and close to the book store ChiFu that is a treasure. I am trying to find the address. The guy there also sells LEGO set and parts most important he loves LEGO. Unfortunately, I lost the exact address but plan to do a site walk to find him again. Once I have more info I shall revert.