Do realize that on the rare occasion you get tangled in a shootout, you will probably have to surrender that nice HK for the investigation. Admittedly rare but you'll only get it back when it's all over.
It's not probable that the weapon will be seized (not surrendered), it's a certainty in a shooting.
However, I'm sure we all agree that we buy our pistols, HK and otherwise, with an eye to using them defensively. I personally will not be bothered one bit if I shoot someone with my Wilson Combat 1911 and it sits in the care of the PPD Firearms Identification Unit until I'm cleared. I bought the dang thing for performance in a life or death situation. So, seeing as I feel my life is worth the $2K-plus I've got in the gun, I view it as an investment in my personal well-being. I will simply be ecstatic that everything went well and I'm alive to order another gun.
I post this only because I've heard many people say they prefer to carry a brand X gun (typically cheaper, of lower quality, and a marginal performer at best) instead of another higher quality pistol because of the evidence issue.
I don't think it should be a consideration, but that's just me.
Back to how to carry the HK45, I really am a fan of the CTAC from Comp-Tac if concealment is important to you. It really does make even big pistols disappear.
Of course, successfully concealing any fighting handgun requires that you think about your wardrobe and possibly make some changes. For example, many people who prefer IWB carry buy the next larger size trousers. In my case, I drove my tailor crazy making specific alterations to my suits.
The moral is that large pistols can be concealed and comfortably carried in all weather conditions as long as you're willing to devote some thought and planning to it.