As Pwayandt already said - it works perfectly and without driver installation if you also connect the USB/USB-C cable. I can recommend the Satechi Multiport (as the newer MacBooks only have USB-C inputs).

Addendum, the problem and the solution is also described at HP: https://support.hp.com/ch-de...

But this already works. If you have connected the screen to the HDMI port, you also have to connect the screen to the MacBook with the supplied USB A/C cable. This works perfectly for me.

No unfortunately not at all