I have finally managed to connect a HVX200 camera to an HDMI monitor. The secret is to use a YPBPR to HDMI converter. You will also need a special connector to three RCA plug cable assembly. The converter does not work with all monitors, so far 2 out of 3 monitors work with it.
Here is the eBay ad for the needed cable, make sure you get a male D Terminal connector.
This is a close-up of the cable from the ad.
This is where the connector connects to the camera. You can go into the video in/out settings and select 1080i for the highest possible resolution.
Next up is to test a HDMI to USB converter/video capture adapter.