External Display not displaying full OSD function tech said solution is HDMI Adapter? I would like to start off saying I have 0 tech knowledge and this staying at home period has forced me to learn alot!

So recently I bought a new 4k monitor to upgrade my work at home experience.  Previously, an employee at a store helped my set up my Macbook Air (13inch 2017) to an external display monitor via a cable that one end connects to thunderbolt and the other to DP.  Everything worked good.

Then I bought this new monitor that has more options such as blue screen filter, change contrast etc etc (https://www.bhphotovideo.com/lit_files/152620.pdf).  Following what I had done before I connected the two but discovered I am missing the full display option to change this blue light filter and others.  Google didn't give me an answer so I called the tech department of the store and they said this (https://www.bestbuy.ca/en-ca/product/insignia-insignia-mini-displayport-to-hdmi-adapter-ns-pd94592-c-ns-pd94592-c/10294299) is the magic solution to everything? 

Is this true?  I know next to nothing about DP and HDMI and my question is as I only have 1 thunderbold if I buy this adapter does it mean there is no need then for my current thunderbolt to DP cable?

If what the store employee said is true would someone be so kind to link/explain why this would solve my problem, and if not what is the solution to my problem.

Thank you and have a great day :)
Your cable has nothing to do with the features of the monitor.   What the store employee told you was utter nonsense.  

It simply can’t influence the OSD functionality of the monitor as there’s no logic in a cable that will enable it.  What does influence the OSD is the “mode” that the display is in and that’s dependent on how you have things configured.

In fact, speaking of configurations, the (cable) configuration you had previously, going from mini DisplayPort to Display port (mDP to DP) was better than going from mDP to HDMI as there’s no conversion of the signal.  You’ll get a more stable and reliable connection.

That aside, the monitor’s features are dependent on what “mode” you have it in.

For instance on page 3-2 it states the following:


  
  In the Racing Mode, the Saturation, SkinTone, Sharpness, and ASCR functions are not user-configurable.
  In the sRGB, the Saturation, Color Temp., SkinTone, Sharpness, Brightness, Contrast and ASCR functions are not user-configurable.
  


Then on page 3-3 specifically about the Blue Light Filter it states


  When Blue Light Filter is activated,the default settings of Racing Mode will be automatically imported.


Based on what you’re describing, that “blue light filter” may be one of the options that get disabled when selecting a certain mode.