Also, my question is rather if I can trust ESXi thresholds and what is the highest threshold for a warning.
ESXi don't set any warning thresholds, hardware status in ESXi basically pull information from underlying Baseboard Management Controller (BMC) of the server through sfcbd ESXi service.
If your BMC reports any warning your hardware status would also report as warning for that sensor and the highest sensor thresholds for warnings are set my the host vendors (in your case its HP).
Thanks,