An MST hub will split the total bandwidth coming from video port on the laptop...
Your CPU with Intel® HD Graphics 520 supports up to 3 displays and this includes the integrated display (https://ark.intel.com/content/www/us/en/ark/products/88190/intel-core-i5-6300u-processor-3m-cache-up-to-3-00-ghz.html), so most likely you will be able to add 2 external displays in basic configurations, and I guess that is all Intel can say. The CPU is integrated into a non-Intel system and could be other OEM (HP) limitations.... Also, Intel does not support adapters, hubs, etc, they cannot test all of them on third-party systems (non-Intel laptops but HP, DELL, Acer, etc...).
So the best would be to check this directly with HP support (this is a question regarding a specific HP system....) Also, based on HP website, it seems to come with two graphics cards (Intel HD Graphics 520 and AMD Litho Pro AMD) https://support.hp.com/us-en/document/c04910208#AbT2 Another reason why this inquiry can be (must be) answered by HP support for more accurate information.
