Hello, 

Same problem here on debian stretch 9.5 (upgrade dist-upgrade OK)

 ./hplip-3.18.7.run 
Creating directory hplip-3.18.7
Verifying archive integrity... All good.
...
error: debian-9.5 version is not supported, so all dependencies may not be installed. However trying to install using debian-9.4 version packages.

RUNNING PRE-INSTALL COMMANDS
----------------------------
OK


MISSING DEPENDENCIES
--------------------
Following dependencies are not installed. HPLIP will not work if all REQUIRED dependencies are not installed and some of the HPLIP features will not work if OPTIONAL dependencies are not installed.
Package-Name         Component            Required/Optional   
pyqt5-dbus           gui_qt5              REQUIRED            
pyqt5                gui_qt5              REQUIRED            
Do you want to install these missing dependencies (y=yes*, n=no, q=quit) ? 


INSTALL MISSING REQUIRED DEPENDENCIES
-------------------------------------
note: Installation of dependencies requires an active internet connection.
warning: Missing REQUIRED dependency: pyqt5-dbus (PyQt 5 DBus - DBus Support for PyQt5)
warning: Missing REQUIRED dependency: pyqt5 (PyQt 5- Qt interface for Python (for Qt version 4.x))


CHECKING FOR NETWORK CONNECTION
-------------------------------
Network connection present.


RUNNING PRE-PACKAGE COMMANDS
----------------------------
su -c "dpkg --configure -a" (Pre-depend step 1)
su -c "apt-get install -f" (Pre-depend step 2)
su -c "apt-get update" (Pre-depend step 3)
OK


DEPENDENCY AND CONFLICT RESOLUTION
----------------------------------
Running 'su -c "apt-get install --force-yes -y python-dbus.mainloop.pyqt5"'
Please wait, this may take several minutes...
Running 'su -c "apt-get install --force-yes -y gtk2-engines-pixbuf"'
Please wait, this may take several minutes...
Running 'su -c "apt-get install --force-yes -y python-pyqt5"'
Please wait, this may take several minutes...
error: A required dependency 'pyqt4-dbus (PyQt 4 DBus - DBus Support for PyQt4)' is still missing.
error: A required dependency 'pyqt4 (PyQt 4- Qt interface for Python (for Qt version 4.x))' is still missing.


RUNNING POST-PACKAGE COMMANDS
-----------------------------
OK


RE-CHECKING DEPENDENCIES
------------------------
error: A required dependency 'pyqt4-dbus (PyQt 4 DBus - DBus Support for PyQt4)' is still missing.
error: A required dependency 'pyqt4 (PyQt 4- Qt interface for Python (for Qt version 4.x))' is still missing.
error: Installation cannot continue without these dependencies.
error: Please manually install this dependency and re-run this installer.


However
# dpkg --get-selections | grep qt4 | grep py
python-qt4					install
python-qt4-dbus					install
python-qt4-dev					install
python3-pyqt4					install

# apt-cache policy python-qt4 python-qt4-dbus
python-qt4:
  Installed: 4.11.4+dfsg-2+b1
  Candidate: 4.11.4+dfsg-2+b1
  Version table:
 *** 4.11.4+dfsg-2+b1 500
        500 http://deb.debian.org/debian stretch/main amd64 Packages
        100 /var/lib/dpkg/status
python-qt4-dbus:
  Installed: 4.11.4+dfsg-2+b1
  Candidate: 4.11.4+dfsg-2+b1
  Version table:
 *** 4.11.4+dfsg-2+b1 500
        500 http://deb.debian.org/debian stretch/main amd64 Packages
        100 /var/lib/dpkg/status

Any idea ? 
Regards
Thanks

PS  hplip is great I have an older version running but no so happy with batch scan
with an HP8715 and some other screen display bugs

# apt-cache policy hplip
hplip:
  Installed: 3.16.11+repack0-3
  Candidate: 3.16.11+repack0-3
  Version table:
 *** 3.16.11+repack0-3 500
        500 http://deb.debian.org/debian stretch/main amd64 Packages
        100 /var/lib/dpkg/status