Doesn't work for me. I set up Hungarian everywhere I even tried installing gboard (google keyboard) but still no Hungarian characters vie external keyboard.
In Android 5 the setting was: Languages & input -> Physical keyboard (Keyboard and input methods) -> and here was the option to configure the layout of the external keyboard. Now the option is missing.
Workaround:
I installed the following app and I was able to set up Hungarian layout:
https://play.google.com/store/apps/details?id=com.apedroid.hwkeyboardhelperdemo&hl=hu
It's a demo, but it works for now and does not popup any demo related messages so far.