You might have already found Citronella candles but I was looking for them myself recently and found a shop selling them locally (Kam Tin Town near Yuen Long) I was so happy to find the shop so I would like to share the information with you.
The shop is called Angel Candle and located in Red Brick House, Lot No. 398-400, Tai Hong Vill., Kam Sheung Road, Kam Tin
They have
Scetned: Citronella
Pillar 3x3" $HKD 38.00
Pillar 3x6" $HKD 56.00
Tealight(9pc / box) (Plastic Cup): Size Dia. 3.5cm X H 1.5cm $HKD 35.00
The shop seems to be open only on Fridays, Saturdays and Sundays.
Hope the above is useful.