If you're working from released versions of MAME, the fix you need is only in version 0.238 released today.
The HP9000/360 appears to install HP-UX 9 successfully for me using these commands:
chdman createhd -o hpux.chd -c none -chs 4864,16,50
mame hp9k360 -sl2 98643 -hard hpux.chd -window -cdrom hpux9_install.iso
Ok, it seems to work now, but I've lost myself here: https://forums.bannister.org/ubbthreads.php?ubb=showflat&Number=114103#Post114103
where it says "The installer is now asking for the update cdrom... (linked images missing)", "Enter the Menu, and select hpux_9.1.update.iso".
Where is the menu??
My installation went straight asking to ensure that the installation disk is removed, but how replace it?
Many thanks for your hints.