I’ve not played Forbidden West, but I’ve played all of Zero Dawn. I’ll just say, as much as I like the game (I do, quite a bit), it’s bad at being open-world.
Most narrow paths are only related to quests, and if you try exploring them before you need to go there the game punishes you by making it a chore to go and to leave for no gain. Also, the terrible message “you’re out of bound, turn back now or we reset to your last save” is one of the worst failure at world design ever. It pops up constantly if you’re just trying to explore.
And yes, I tried playing HUD-free for a bit (I had a great experience doing that on Breath of the Wild). As you said it’s almost impossible, the environment, while looking good, is way too messy to spot the small details you’re supposed to… Unless you turn on the magic compass and GPS.
In other games, paths and important items are highlighted with lighting and clear and functional visual cues. Beside the infamous yellow paint, HZD does almost none of that efficiently.