Hyperbolic phonon polaritons (HPhPs) are generated when infrared photons couple to polar optic phonons in anisotropic media, confining long-wavelength light to nanoscale volumes. However, to realize the full potential of HPhPs for infrared optics, it is crucial to understand propagation and loss mechanisms on substrates suitable for applications from waveguiding to infrared sensing. In this paper, we employ scattering-type scanning near-field optical microscopy (s-SNOM) and nano-Fourier transform infrared (FTIR) spectroscopy, in concert with analytical and numerical calculations, to elucidate HPhP characteristics as a function of the complex substrate dielectric function. We consider propagation on suspended, dielectric and metallic substrates to demonstrate that the thickness-normalized wavevector can be reduced by a factor of 25 simply by changing the substrate from dielectric to metallic behavior. Moreover, by incorporating the imaginary contribution to the dielectric function in lossy materials, the wavevector can be dynamically controlled by small local variations in loss or carrier density. Such effects may therefore be used to spatially separate hyperbolic modes of different orders, and indicates that for index-based sensing schemes that HPhPs can be more sensitive than surface polaritons in the thin film limit. Our results advance our understanding of fundamental polariton excitations and their potential for on-chip photonics and planar metasurface optics.