wp_nav_menu() showing list in a different Position?

It’s not working for two reasons.

  1. You have echo set to false. This means it won’t output anything unless you echo it manually.
  2. The resulting HTML structure is invalid.

You have items_wrap set it %3$s. This means that the individual menu items, which are <li> tags, will be output without a wrapper. That would make the final structure this:

<ul>
  <li>
    <div class="dropdown-menu">
      <li></li>
      <li></li>
      <li></li>
    </div>
  </li>
</ul>

That’s not valid HTML. The <li> tags need to be in an <ol> or <ul>, not a <div>. The simplest solution is to change the div to a <ul>:

<li>
<ul class="dropdown-menu" aria-labelledby="navbarDropdown">

      <?php 
           wp_nav_menu(array(
               'theme_location' => 'header_menu_location',
               'echo' => false,
               'items_wrap' => '%3$s'
            ));

      ?>
                    
</ul>