The two largest wholesale food markets are in 長沙灣 Cheung Sha Wan in Kowloon and 西環 Sai Wan on Hong Kong Island. The one in Cheung Sha Wan opens everyday around midnight and closes around dawn, while most of the business is conducted between 2 and 4 am. It has a section for frozen fish, live fish and vegetables, though on the day I visited the entire story above the vegetable market was occupied with boxes of salted duck eggs and preserved eggs.
The frozen-fish mongers are not too friendly, they will not understand why you find dead fish so exciting and probably perceive you mainly as an obstacle in their busy nightly routine, though who knows what other goods are routed through this market that you are not supposed to see.
When you go, make sure to go to the car park on top of the market, as from there you’ll have a great overview over the busy markets and the cargo pier.