Thanks Kaczorek, following your guidelines the connections work now. It was really frustration as I thought the problem was due to a combination of various problems - the USB3.0 / 2.4G wifi interference, QHY5L-ii-m driver bugs/ not up to date, etc.. those sort of things that need some complicated Linux configurations to fix it, and it seems many people has similar experience, lucky me my problem can be fixed due to wrong profile configuration/ connection sequence.

Ref to your guidelines, here are the exact steps that made my equipment work (mostly):

0) Plug in the main camera (QHY168C) and guide camera (QHY5L-ii-m) only to the pi, USB 2.0 or 3.0 or via a USB hub doesn't really matter! Unplug the QHY PoleMaster.
1) Open Ekos, set the Guiding field as PHD2 and Guider field as "BLANK" in the profile.
2) Start INDI server.
3) Disconnect the guide camera (QHY5L-ii-m) in the INDI Control Panel.
4) Open PHD2, set Camera as QHY Camera.
5) In the KStars guide module, click the "Connect" button.
6) Open a terminal, start PoleMaster (sudo PoleMaster).
7) Happy days? Not yet - GetQHYCCDSingleFrame error (-1)

Sorry I have the below questions also, appreciate you can let me know too:

- Following your guidelines, everything can be connected, so I tried to test the main camera by taking an exposure (the camera icon - Capture a Preview), but I get this error -> GetQHYCCDSingleFrame, re the screen shot, any clue about it?
- I've also come across some instruction that we can set the Guilder field as the guide camera (QHY CCD) in the Ekos profile, and in the PHD2, select "INDI camera"... once started PHD2 it will connect to the guide camera. I've also tried this configurations, it did attempt to connect but failed at the end. Any reason this is not suggested/ not working?