No MHL in HD2. The HD2 still fights as a near-perfect device but a lack of any easy video output is indeed a missed feature. No cable in android or WM will work, many of us have tried. As jianC said above, it's both a hardware and software problem.
There are 2 ways I know of to output video from the HD2:
- The Kensington Displaylink USB adapter, used with a compatible Linux desktop OS install on our HD2 (Ubuntu or Debian).
- The Windows Phone 7.8 USB video out software on PC (check the WP7 forum).
There are likely some networked screen mirroring tools that I'm not familiar with as well.
I keep an eye on the Debian/Ubuntu forums regularly for progress on the USB video out they got working on our HD2. If a DisplayLink USB Linux driver can be written to work on Android we all will be quite fortunate.