Tibet Airlines scheduled a Hong Kong-Lhasa route at the end of 2019, but due to Covid, it never started.
You can fly from HK to almost any major Chinese city and transfer to a Lhasa flight (Chengdu & Chongqing the most direct).
Or take the high speed (15 mins!) cross border train from Kowloon to Shenzhen Futian station and metro direct from there to the airport. There are also ferry links from Shenzhen airport to both Kowloon & HK airport.