no, I just want to visit the static file in other website with hmr, it means that the webpack server and the user run in different domain

Add your domain to allowedHosts, you can also set allowedHosts: 'all', but it is potential unsafe in unsafe network

In my repo, I has set allowedHosts: 'all'，but it don't works in webpack-dev-server@5.2.1, it works well in webpack-dev-server@5.2.2.
I think it maybe a bug in 5.2.1 and fixed in 5.2.2.