We are having the exact same issue with the HP Probook 450 G4 as @wingzero and @rbisset: UEFI PXE boot does not work, legacy PXE boot does work and we are also asked to enter the Bitlocker key every time.
We also have a HP Elitebook 850 G3, which works fine with UEFI PXE boot and with Legacy PXE.
@rbisset did you get any further with HP support?