Combine external mic and system sound and send output to HDMI
If you are looking to combine separate HDMI video and audio into a single HDMI connection (to go to a monitor, for example) you need an HDMI Audio Injector

This device is separate from your MacBook Pro and will work with virtually any digital video source and either an analog or digital audio source.

As for getting the sound to/from your MBP, you will need a Mini DisplayPort to HDMI for the video and perhaps a USB Audio Device.  Here are two products I have personally used with good success:

Mini DisplayPort to HDMI

USB Audio Adapter

You hook the outputs up to the HDMI Audio Injector and you should get the results you are looking for.

I hope that helps.