Just started reading Hellboy volume 1,2 are the story's in the hb volumes different to the b. r. p. d volumes?
These might help you out:
https://hellboy.fandom.com/wiki/Trade_Paperback_Collections
https://hellboy.fandom.com/wiki/Omnibus_Editions
But in short, Hellboy and BPRD are different stories. The cheapest way to collect them is in paperback omnibus format. Even then, there will be books outside of that, if you fancy being a completist. Avoid Hellboy Junior, because it's garbage, mind.
Personally, I think the Hellboy Library Edition volumes are gorgeous. I also decided to upgrade my BPRD collection to hardcover, but vols 3 and 4 are long out of print and hellishly expensive unless you get lucky and find someone selling an entire set at a reasonable price.
At a point in the Hellboy story (it will be obvious when) BPRD spins out as it's own series. So no, Hellboy and BPRD collection contents are not the same.