I have 2 Hudl 2s, both updated to Lollipop. One works fine with OTG, one does not, therefore I know all my OTG cables and USB devices should be working with both Hudls.
I spent a day trying to get OTG to work and I think I have found a workaround. It's not a perfect solution, I'll explain later, but try this:
1) enable USB Debugging in Developer Options
- (to enable Developer Options) goto Settings > About Phone and tap Build Number several times
- (to enable USB Debugging) goto Settings > Developer Options and enable USB Debugging
2) Turn off Hudl (Full off, not just Standby)
3) Charge to 100%
4) Turn on Hudl and try OTG and it might just work, for a bit.
Why work for a bit? When charge falls to 93%, OTG stops working.
You might find you can skip steps 2 and 3 and just charge to 94+%, but for consistent, reproducible results please do follow the above.
Hope this helps.