Is HMgX also a Grignard Reagent like RMgX?
According to this reference $\ce{HMgX}$ compounds are a thing.  You can't make them with magnesium +$\ce{HX}$, of course (what actually happens?), but you can get them from magnesium halide salts plus an "active" form of magnesium hydride in THF.  They act as hydride ion sources for reaction with $\ce{AlH3}$ and $\ce{BH3}$ (forming mixed tetrahydridoaluminate and tetrahydridoborate salts, respectively), so we may reasonably expect the same sort of hydride transfer with organic substrates.  Such a hydride transfer would be analogous to conventional Grignard reagents transferring their alkyl or aryl anion moieties.