hi,
HK is baby/toddler/kids clothes heaven - you certainly do not need to stock up on any baby apparel! It's hard to say exactly what your baby needs as each household is different in terms of how they heat/cool their living areas, some families like to keep their places very toasty and warm during winter with the heater on the whole day so they can walk around in short sleeve tees at home, others only turn on the heaters in the apt when it gets cold in late Jan/Feb.
It is general consensus that as HK apts/houses are not insulated, despite our aumtumns and winters being very mild by comparison to other countries, it does get cold indoors too so you may want to think also how you plan to keep your rooms warm (we use individual oil heaters in each room).
Sept (start of autumn) to Dec is generally cool weather eg. 15-25 degrees celcius and Jan to March could be 12-20 degrees celcius, with some rare days dipping to single digit. If your baby is arriving in Oct, it won't be cold then (we still had the a/c on in Nov!) so you don't have to pick up too many warm woolly pieces until baby is about 2 months old......
hope this helps!