Perfectly normal given you're not applying the necessary Azul framebuffer patch detailed in the guide I posted all those years ago:
Without the HDMI patch, a Haswell laptop does indeed usually experience an immediate KP on plugging an HDMI cable. So, apply the patch and you'll find things work much better. You can apply the patch through Clover's on-the-fly patching facility (Kernel and Kexts Patches section of your Clover config file). Use Clover Configurator app to that effect.
This being said, your Clover config shows that:
you're not faking desktop HD4600 device id 0412; this is mandatory for all Haswell mobile HD4x00 iGPUs.
you're not injecting Intel nor Azul layout 0x0a260006 (not required if you use Lilu + WEG as you seem to do)
so, unless you apply those property settings in a patched DSDT, you can't even have graphics acceleration on your HD4400 iGPU at present, nor could you in 10.15.3... And same with HDMI.