So what exactly is not working then?
If you anchored the HUD image/actor to the screen, it will always follow the camera which is good. Then what you need to do is to make the camera follow the little jet fighter thingy but instead of making it follow him directly (which will keep your player ship in the center of the screen, not the play screen), you need to use the set camera to (x of self - OffsetX) and (y of self - OffsetY) to keep the player in the center of the play screen. Offset X and OffsetY are number attributes where you have to find out the correct values yourself. After you fixed that you have to limit the player movement so it cant go to the edge of your scene like I said before =)
Good luck!