SO the Big Yin - Scottish comedian Billy Connolly - will not be coming to Hongkong after all. Cutting short a sell-out tour of Australia, Connolly packed his bags yesterday and flew directly back to Britain to attend to ''pressing personal matters''. The risque comic, who shares the same manager as Elton John - John Reid - is married to comedy actress Pamela Stephenson, with whom he has three children, Daisy, seven, Amy, five, and Scarlett, three. She remained in the couple's London home in Fulham - they own another house in Berkshire - while he was rocking them in the aisles Down Under. Anders Nelsson, whose Entertainment Company was staging the two concerts that were scheduled for early April, said the news was a bolt from the blue (like some of Connolly's material, perhaps?). ''We are quite disappointed, but luckily we had not started to sell any tickets,'' Nelsson said. ''The matter has been sorted out the way gentlemen do it. Connolly's management will be compensating us for all expenses we have so far incurred in booking the dates. ''And we've been promised that Connolly will include Hongkong in his tour plans for later in the year.'' Despite being heckled during an appearance at the China Fleet Club during an earlier visit, the Glaswegian comic has always been ready to perform here. Nelsson is certain that Connolly will somehow juggle the dates in his busy schedule to fit in Hongkong. Off-beat couple Billy and Australian-bred Pamela - whose relationship has had its tempestuous moments - are close friends of the estranged Duke and Duchess of York. In fact, the Queen stepped in to prevent show-bizzy Fergie naming the couple as godparents to her first child, Princess Beatrice. A consummate prankster, Connolly upset the retired bankers and brigadiers in the rather sedate Berkshire hamlet where he bought a 19th century manor called Westfield House and promptly renamed it Grunt Futtock Hall. Wonder whether he went straight to his Fulham pad (where Pamela and the kids are ensconced) or the Berkshire spread when he arrived in London? That might well have given a clue to the exact nature of the ''pressing personal matters''.