Which HP SAN. The EVA series? If the EVA series, the LUN attached to your server in practice actually looks like ASM on top of ASM as the EVA will spread the defintion of the LUN across ALL devices in the SAN Diskgroup. Therefore, it will be nearly impossible for you to tell exactly on which spinning disk your "LUN" lives.
disconnecting a SAN connection will not test the external redundancy. Only pulling disks out of the frame can test that. When the EVA first came out about 10 years ago, one test that we did was to create a very large LUN, fill it with data and start pulling disk drives until something failed. In an Diskgroup of 128 x 146G drives, we pulled 8 random devices before we hit a snag. (then we rebuilt everthing!!! :) )
Don't do this test unless you have not yet put real data on these devices, because you can corrupt it requiring you to rebuild the SAN array (anything not backed up correctly would be lost forever)