The original version of Hexen II doesn't let you disable the hud. To disable the hud in Hexen II, you need the source port called: Hammer of Thyrion
Hammer of Thyrion includes a patch you need to apply first. Then copy the contents of the HoT source port into your Hexen II directory. If you get a missing glide32.dll error, you need to delete your opengl.dll (weird, I know). Or just rename it.
When you run the game now, you should be able to just press the + key until the hud disappears.