If all it takes is passing the aptitude test to get the first interview then i don't see a reason why people have to wait 3-4 weeks for a reply.
Ahhh, the joys of being a local... the team of ladies recruiting cadet pilots are not responsible for just that, they have lots of other things to do as well. KA do not have a special "Flight Crew Recruitment Department", rather the recruitment ladies are members of the Personnel Department and have other tasks outside recruiting cadet pilots. Also remember that they do not plan the schedule to suit candidates; it is the other way around. If making locals wait for 3-4 weeks before their next interview makes them less rushed and gives them time to work leisurely, that's exactly what they will do. Besides, as we all know KA has less resources than her parent company across the road, so everything naturally takes a longer time. Though I do agree that international candidates can expect an expedited process, I am sure they will/can make an exception for the small number of people who cannot stay in HKG for an extended time.
will there be any pilots joining the 1st interview?
I don't think so. My sources tell me that the 1st interview is an HR interview, the type you get when you apply for most jobs.
If KA doesn't give you a book for the technical interview what can one realistically expect? PPL level? CPL level? ATPL level? There would be too much to possibly study without a guideline.
You read anything you can get your hands on. I can tell you that even if you were given a book like you are at CX, it's hardly useful at all as they will definitely ask you questions outside the scope of the book. It is up to you to read as much as you can, show your passion, and use your logic to answer questions that you cannot answer.