When his talk show ended, TBS announced Conan Without Borders would continue as a TBS production in the future so I think the HBO show is still in development. I might be thinking of the same interview as you, but I believe there was even a more recent magazine interview he did where he, again, talked about how the HBO show is barely even conceptualized yet.

With how successful his podcast is now, I think Conan probably isn’t in any rush to get things moving for the show. The only thing pressuring him would be he did initially have Team Coco staff take a temporary pay cut while they worked on future plans, but I’m guessing he’s brought them back up to full pay already with the podcast money.