Roughening the glued side of the HDPE would give the glue more to stick to.
If you need more adhesion and if it doesn’t matter that he plastic is mated absolutely flat to the ply then ‘Toffee Tape’ sticks to frikkin anything – its similar to the gummy snot that freebies are stuck to the front of magazines with. I buy it online from a film props company called “The Source” in Manchester – who, if you’re lucky, also throw a packet of biscuits in the box before they post it!
Even stickier still is ‘Butyl Strip’ which you can get in rolls on ebay
But in both cases they have a thickness so will hold your plastic a couple of mm proud of the plywood.