Write to GDAL raster to HDF5

You're right, I get ERROR 6: GDALDriver::Create() ... no create method implemented for this format in both 32bit and 64bit GDAL for HDF4 but driver HDF4Image will create a HDF4 raster.

To test your installed drivers use GDALInfo --formats and you should see a full list of the available formats:

Supported Formats:
  HDF4 -raster- (ros): Hierarchical Data Format Release 4
  HDF4Image -raster- (rw+): HDF4 Dataset
  VRT -raster- (rw+v): Virtual Raster
  GTiff -raster- (rw+vs): GeoTIFF
  NITF -raster- (rw+vs): National Imagery Transmission Format
  RPFTOC -raster- (rovs): Raster Product Format TOC format
... and more to follow

The HDF4 driver is ros which means read only, the HDF4Image is rw+ which means read, write and create.