Uhm, the HUD is also something that has copyright protection basically. If you simply copy it exactly that is. I'm sure you meant the information that get's displayed, like health, ammo and armor, right? Then you are right off course, those elements are not possible to copyright, however any graphic basically has a copyright when it's part of a copyrighted game or franchise.
That's what I meant when I said you could recreate the style of the HUD but only that. The graphics that comprise a HUD are textures and like you, I stated that these should not be used.