I put the HAG on long cables, held up the zwave hub stick on a USB extension within just a few feet of the lock, and found inclusion was still not working. Something else was wrong!
Eventually I had to call Yale. We walked through taking out the batteries, removing and reinserting the zwave module, then the batteries, and then (this was different!) ran exclusion with the zwave hub right next to the lock. That seemed to work, in that the exclusion dialog terminated early rather than waiting the full duration. After that I was able to include the lock!
I’m guessing this is because the lock was still set to work with my old hub, and the new hub was out of range when I’d tried to exclude it previously.
(BTW, it looks like the manual I linked above is wrong! This one has a slightly different programming flowchart.)