According to HP, that monitor supports VGA, DVI and DisplayPort.
Chances are your HDMI-to-DisplayPort cable is not doing what you want.
I would look at another Thunderbolt-3 dock that either supports VGA, DVI and/or DisplayPort directly and not play with cables that are going to try switching in the wire.
If your existing Thunderbolt 3 dock has a Thunderbolt 3 out (not a pass-thru power, and not the port that connects to the Mac, but a TB3 port that will drive additional Thunderbolt 3 devices, then you could look at getting a dedicated Thunderbolt 3 adapter just for the monitor.
For example, I have a CalDigit TS3 dock with a DisplayPort and Thunderbolt 3 ports. I have a DisplayPort cable going to a 32" 4K DELL monitor, and I have the TB3 port going into a TrippLite Thunderbolt 3 to DVI/USB3/Gigabit adapter that is driving a Samsung 1080p monitor via DVI. The CalDigit has all the ports I really want, but I needed something for the Samsung monitor, and I had the TrippLite adapter available. I just ignore the USB3 and Gigabit ports on it.
My point is that use the right Thunderbolt 3 dock for the job.