It sounds like you want to daisy chaining (MST) your video signals .  You would need displayport with high bandwidth to do that.  Not HDMI in and HDMI out.

so the external monitor is plugged in using DP, and the other machine sends in signal using HDMI, as well as the recording device is receiving signal from the Optiplex through HDMI. Those are the only ports available, and the case is that I need Computer X to send signal to the Optiplex to manage it for the recording device, and then display what is on Computer X, then i also need to see what is happening on the Optiplex itself (whatever is underlying the display from Computer X) on the external monitor connected via the DP. This case is not as simple as daisy chaining. 

Logically speaking, your OptiPlex AIO has two parts, a computer and a monitor.  When HDMI input is selected, the monitor part will work as a display screen for Computer X and the signals stopped there, it didn't go any further. 

The HDMI and DP output are external display connectors for OptiPlex computer.  So the recording device and the external monitor could not "see" anything from Computer X