I just failed at this recently. Apparently the camera needs to support "clean HDMI out," which many don't. Mine (for example) has HDMI out, but it's for like a "preview" screen for a photographer--it doesn't just output a clean, high-res HDMI stream.
There's a web page on Canon's site here:
https://www.usa.canon.com/internet/portal/us/home/support/se...
You'll see one list of cameras on there, but at the bottom, you can expand "Clean HDMI", and then you'll see a different list of cameras.
Now I'm debating whether or not I want to spend hundreds of dollars for a DIFFERENT photography camera that support clean HDMI.