will there ever be a time on a home purchase when respa applies and hmda does not, or vice versa?

I can't think of a situation where a standard purchase of a 1-4 family residential property would not be subject to HMDA. However, if the purchase of the 1-4 family residential property was not owner-occupied, it could be considered business purpose under Reg Z, and therefore excluded from RESPA (due the definitional cross-reference).

If the 1-4 family purchase is not secured by a dwelling, i.e. a CD, stocks, etc., the purchase would not be subject HMDA, nor would it be subject to RESPA. But in a standard 1-4 family purchase, rlcarey has described the only 2 situations that I can think of also.

RESPA could apply to preapprovals and prequalifications that are not reported under HMDA. The definition of an "Application" under RESPA follows the definition in Regulation B, with the added twist that you must have a property identified. Section 2 of Regulation X states:

"Application means the submission of a borrower's financial information in anticipation of a credit decision, whether written or computer-generated, relating to a federally related mortgage loan. If the submission does not state or identify a specific property, the submission is an application for a pre-qualification and not an application for a federally related mortgage loan under this part. The subsequent addition of an identified property to the submission converts the submission to an application for a federally related mortgage loan."

In the case of a manufactured home located in a mobile home park where you're financing only the coach and not the pad it sits on, HMDA would apply but RESPA would not because the MH is not real property.