So what model HP, do you see any output from the following command?
HP 635

lsmod |grep wmi
hp_wmi                 13652  0 
sparse_keymap          13658  1 hp_wmi
rfkill                 20926  4 cfg80211,bluetooth,hp_wmi
wmi                    18645  1 hp_wmi
Hardblock means the Fn (Function key) + a key with the wireless icon on
it needs to be pressed a few times to cycle through bluetooth and
wireless enable/disable. Press the key combination and the run the
rfkill list command to see if any output changes.
The output doesn't change. By the way, the led colour never changes, it always shows white. An extract from the hp manual

(4) Wireless light
● White: An integrated wireless device, such as a WLAN device and/or a Bluetooth device, is on.
● Amber: All wireless devices are off.
A contradiction?

Also try unblocking with;
rfkill unblock 0
rfkill unblock 1
rfkill unblock 2
rfkill unblock 3
After unblocking the response to "rfkill list" is
0: hp-wifi: Wireless LAN
	Soft blocked: yes
	Hard blocked: yes
1: hp-bluetooth: Bluetooth
	Soft blocked: yes
	Hard blocked: yes
2: phy0: Wireless LAN
	Soft blocked: no
	Hard blocked: no
3: hci0: Bluetooth
	Soft blocked: no
	Hard blocked: no
Right-clicking on the NetworkManager icon shows that wireless still is unavailable and may not be activated.