Download or create VCF from Human Genome Diversity Project (HGDP)

I presume you are looking for the recently sequenced WGS data rather than the genotype data? If so, the different files can be found here: ftp://ngs.sanger.ac.uk/production/hgdp/hgdp_wgs.20190516/

Each chromsome has a seperate vcf file with a corresponding .tbi index file.

The gvcfs can be found here: ftp://ngs.sanger.ac.uk/production/hgdp/hgdp_wgs.20190516/gVCFs/

These files are more compressed and smaller in size than the regular vcfs.