The brothels in Macau are called 'Sauna', and are mostly located in hotels, just search for 'sauna' in Google Map and you will get 10+ results.
I personally went twice to 18 sauna located in Hotel Golden Dragon. The cheapest FJ there was about MOP2400 (SGD$411.70) with a viet WL, but the service was outstanding.
This website I found was quite informative about the different saunas.
https://www.macaocao.com/48.html
However, due the the current virus situation, a lot of WL in the saunas had went back to their own country. So the choice might be limited after we are allowed to travel.