We develop a convex integration scheme for constructing nonunique weak solutions to the hydrostatic Euler equations (also known as the inviscid primitive equations of oceanic and atmospheric dynamics) in both two and three dimensions. We also develop such a scheme for the construction of nonunique weak solutions to the three-dimensional viscous primitive equations, as well as the two-dimensional Prandtl equations. While in [D.W. Boutros, S. Markfelder and E.S. Titi, Calc. Var. Partial Differential Equations, 62 (2023), 219] the classical notion of weak solution to the hydrostatic Euler equations was generalised, we introduce here a further generalisation. For such generalised weak solutions we show the existence and nonuniqueness for a large class of initial data. Moreover, we construct infinitely many examples of generalised weak solutions which do not conserve energy. The barotropic and baroclinic modes of solutions to the hydrostatic Euler equations (which are the average and the fluctuation of the horizontal velocity in the z-coordinate, respectively) that are constructed have different regularities.