We have the same problem with Elitebook 640 G9 and G10 - and 840 G9 and G10. Support says it's HP's problem.
If you disable Secureboot:
Security Tab > “Secure boot Configuration” > Secure boot > uncheck the box
you can PXE boot - We enable Secureboot again with configuration in the imagejob.
But contact support. If more people report the error, Support may want to look in to the problem.
Regards
Torben