Not sure about the HP Omen specifically, but in general if your laptop has a choice between two graphics options (i.e. between the processor onboard/integrated graphics and your dedicated 860m), you may need to select the one you want to be using in the BIOS.
That would be the first thing I would check. See what key you need to press to enter Setup during a reboot. HP has used the ESC key, or it might be F1 or something else. Once you're in Setup you'll need to find where you can select between the integrated graphics and your card.
There are many different BIOS versions. I just booted my old HP desktop and it requires me to go to "Advanced" and then "VGA Configuration". Once there I had to make sure my graphics card was set to "Default VGA Device" (even though my card has no VGA) and not the "Integrated Graphics", which needs to be set to "Non-boot Device", but your BIOS is surely different.
Once you've made a change, with my desktop HP requires me to hit F10 to accept the change, which is different from the "Save and Exit" when you leave the BIOS.
If you forget the "Accept Change" on my HP then even if I Save and Exit, my changes won't be saved, so I often double check to make sure I did it right and my Setup is the way I want it.
If you go through all of that and still have problems, it may be as simple as pulling out and then re-seating your GTX 860m. This can be a more common cause of problems than you think.
Give those things a try and see if the problem is solved - and come back and let us know, as someone else with the same problem may find their solution here.
Best of luck!
Dan