Enrico,
First, welcome to the forum.
Here is what I see when I open the HP Utility: (See first image below)
Next, in order to do custom profiling, calibration, etc., go into "Paper Preset Management" (see image 2 below)
At the bottom of the screen are (from left to right) a Plus sign, A star and drop down arrow, and far right an "update or synchronize arrow"
So you, that's it. Click the + sign to add a new paper, use the star and drop down menu to calibrate, profile, install ICC Profile, etc.
The arrow (see image 3) enables you to synchronize papers.
So that's it. It works, but no fancy interface. Apparently, the software designers "streamlined" the new HP Utility for Mac when they were updating it for Yosemite, and now it is back dated for Mavericks too. And the color center as we knew it is gone.
I cannot believe they would pull this kind of stunt without notifying users. I too went crazy trying to figure out what happened.
I even went so far as to install Windows 8.1 Pro on a virtual machine with VMWare, on my Mac, and the same GUI, if not better, (the Color Center) is there and with more functions than the Mac. Unbelievable.
So don't panic, all is well - it's still there- we just don't know it, LOL.
-Mark