Applying for UK ancestry visa in HK

Hi all,
I have a couple questions about applying for the UK ancestry visa...

I have been living and working in Hong Kong for the past 4 and a half years and was wondering if I am able to apply for this visa in HK or would I have to apply by mail to the British embassy in Canada?

Also, I never expected to stay in HK so long and have not filed a canadian tax return in about 5 years. (I know I don't owe any money though). Also, I never claimed non residency in Canada before I left. Will this be a problem for me when applying for the visa? I'm wondering if I'll have to clear all this up before I apply? Or not?

Any info woul be much appreciated, thanks!