I've installed the setup utility in a new HDRP Unity project (2019.3.0f3 and .0f6 too) and still got the same random issues.
First try I got a green reflection on the skin. fixed thanks to this post: https://forum.reallusion.com/442390/CC3-to-Unity-HDRP-green-or-what-am-I-doing-wrong
But after imported my second character it started with the same old random issues I got before, like not creating the prefab, the materials folder and not linking correctly the textures.
Also the color assigned in the base maps were 191,191,191 instead 255,255,255
The model is set to Generic, the skin is not set correctly, the cloth configuration is wrong too etc. etc..
I'm a bit tired of this. I bought CC3 because 3D is not my "thing" and now I'm triyng to figuring out all this by myself because your plugin doesn't work as it should.
If I can't import the characters properly then I feel like this was a waste of money.
Can you upload an empty HDRP project that worked for you?