Does the HUD windshield mode work on CarPlay?
No. HUD mode runs on your iPhone, laid flat on the dashboard so it reflects in the windshield. On CarPlay, your speed appears in Odo's Live tab.
HUD mode is an iPhone feature: lay your iPhone flat on the dashboard and Odo mirrors your speed so it reflects the right way round in the windshield, best at night. The CarPlay screen can't project onto the windshield, so on CarPlay your speed appears in Odo's Live tab instead. You can use both at once: CarPlay on the car's screen and the HUD on your iPhone. More about HUD is at /features/hud-speedometer.