I re-examined the rules. On the .pdf file where they show all the partners, they have a map and the various partners are color-coded. When I printed it out, I used a laser printer and lost the color-coding information, so it wasn't obvious to me that HP would not give me credit on domestic flights. So, yes, I'm SOL on that flight.
At least I got a decent price and the schedule I wanted, so I can't complain too much.
And CO got involved because I mentioned that I have a CO flight coming up. But CO is a different animal than HP, and I believe I will get mile/segment credit for that itin.
Unless I've misunderstood something else.