I made a bootable USB stick out of the ISO. there's even an HP branded tool/software to it. I'll grant you it was a bit disappointing when HP stuffed everything behind a paywall basically, but you can find stuff if you look for it.
I didn't have as much apparent difficulty you seem to be having, getting the H240 to work properly.
Looking at my archives, it's possible I used P19473_001_spp-2019.09.0-SPP2019090.2019-0905.39.iso instead, but I thought I only used that to get the updated BIOS/Firmware for the server, iLO, and potentially the controller. It's been a while since i did this, and the memory wasn't retained.