Peter,
That HD setting only affects participant video, which normally is limited to 360p. Screen share always goes out as full native resolution, unless there is a bandwidth restriction which would cause Zoom servers to scale it down.
Also, look at the document I referenced earlier for specific situations where it will and won’t do HD or FHD, depending on the resolution granted by Zoom. You must be in full screen mode for Zoom to share your camera video in higher resolution than 360.
Hang in there… There’s plenty to learn about Zoom!