From memory this is what I did to set up.
Home Hub:
connect the wifi dongle to the USB
and connect a laptop to the LAN side of things to configure.
login to portal - you should see that the EE connection is active.
Disable wireless
Disable DHCP
Change allocated IP to 192.168.10.1 (you can use whatever you want

) and subnet 255.255.255.0 (you'll then need to manually change the laptop to match the range to finish configuring).
Firewall - Disable
Add 192.168.10.2 to DMZ (not sure if this bit is essential but did it).
UDM Pro
You should already have set up WAN1 as your PPPoE so nothing to change here.
Insert the SFP to RJ45 into port 10 (labelled WAN2) and plug HH into this.
Go to settings - Internet > WAN2 (edit)
Leave all settings as default and go to IPv4 Connection section
Connection - Static IP
IP Address - 192.168.10.2 (as in DMZ setting on hub)
Subnet - 255.255.255.0
Router 192.168.10.1
Click Apply changes and the settings should update. Test that it fails over by pulling the connection into WAN 1.
I didn't try and set up IPv6 on the failover as didn't see much point as v4 works and is there as backup.