NIST SP800-A states (Appendix C p. 89):
There are known problems with Hash_DRBG when the DRBG is instantiated with insufficient entropy for the requested security strength, and then later provided with enough entropy to attain the amount of entropy required for the security strength, via the inclusion of additional input during a generate request. However, these problems do not affect the DRBG’s security when Hash_DRBG is instantiated with the amount of entropy specified in this Recommendation.
There is no such warning about HMAC_DRBG.
What are those known problems? The publication does not give a reference for this.
This may or may not be related to weaknesses in an early draft of Hash_DRBG. The concern is the same, but those weaknesses are supposed to have been fixed, so there shouldn't be any remaining “known problem”.
I know that HMAC_DRBG may be preferable for “theoretic” reasons — Hash_DRBG relies on much stronger assumptions about the underlying hash. But weakness in the face of an entropy source of worse quality than expected is a practical concern in many scenarios. In what way is Hash_DRBG weak when initially instantiated with low entropy, that mixing in entropy later doesn't fix?