You are getting PCM output from HQP because output in HQP is currently set to PCM. The output selection is the right hand drop down menu under the volume knob on the main screen. You can set this to PCM, SDM(DSD) or Auto. Auto will vary output to match input file type.
This spec for the Pro-Ject appears to say 512 DSD is DoP so you may need to change SDM Pack to DoP.
I can’t see whether the Pro-Ject supports 512 x 48k, many DACs (including my Holo Audio Spring 1) only support 512 x 44.1. In that case best to use that as upper limit and a “sync” filter.
With those adjustments you should be good to go, subject to your computer handling upsampling to DSD 512. Try the 2s variant of the filter if you experience stuttering.
HQP isn’t MQA compatible. You may be better placed just using a separate Roon Zone for MQA material. Roon can pass it through to your DAC to unfold and render and will probably auto-configure itself to do so when it “sees” your DAC.
What are you running HQ Player on ? You may be able to run Roon Bridge on the same machine and use a separate zone for MQA.
I don’t understand what you mean by this, but they are different things. An HQPlayer zone uses HQPlayer to distribute audio, Roon just acts as a front end.
Roon Bridge is a small program that enables a computer to act as a Roon Output. HQPlayer won’t see Roon Bridge. When a Roon Remote or Roon Bridge is running on the Lenovo, then the Roon Core will see devices connected to the Lenovo.