In order to make any sense of this, you need to understand where these terms (e.g., Open Hot) come from. They are not magical "really understand your circuit" terms. They come from the lights on the older style testers such as the RT210:

The older testers are extremely simple. They are really just 3 lights across each pair of wires. In this example, they are:
- Left = Neutral + Ground
- Middle = Hot + Neutral
- Right = Hot + Ground
And the GFCI test simply connects Hot to Ground through a resistor to allow a small amount of current (more than enough to trip a GFCI, not enough to melt the wires). The lights (especially the Right light, but they're really all the same) are sized to use very little current, less than the amount that would trip a GFCI.
That's it. No microcontroller. Not even a transistor. 100-year-old technology.

Now let's look at how the lights turn into labels:
- Open Ground = Middle light = Current between Hot & Neutral (good) but not between Hot & Ground which typically means the ground wire isn't connected.
- Open Neutral = Right light = Current between Hot & Ground (good) but not between Hot & Neutral which typically means the neutral wire isn't connected.
- Open Hot = No lights = All 3 wires not connected or (more typically) Hot isn't connected, based on the assumption that unless you are testing a totally disconnected receptacle, you probably have some wires connected and "missing just one" is most likely. Note that, for example, a circuit with the breaker turned off will show "Open Hot" - correctly, since the breaker breaks the Hot connection. But a dasiy-chained receptacle with no ground (e.g., retrofit 3-wire receptacle chained off a GFCI for protection with no ground available) with the neutral out will look exactly the same. The names start to become hints and not absolutes.
- Hot/Ground Reverse = Right and Left lights = Neutral + Ground and Hot + Ground. If your hot and ground wires are swapped somewhere, this combination of lights will result. But multiple problems could potentially cause the same combination.
- Hot/Neutral Reverse = Left and Middle lights = Neutral + Ground and Hot + Neutral. If your hot and neutral are swapped, this will be the result. But again, multiple problems could potentially cause the same combination.
- Correct = Middle and Right lights = Hot + Neutral and Hot + Ground. This is what you want to see, of course. But even here, there are ways to fool the system. For example, if you have a bad neutral and someone decides to jumper from Ground to Neutral on the receptacle (very dangerous because grounds are not supposed to carry current all the time) or a bad ground and someone decides to jumper from Neutral to Ground to satisfy a home inspector's test with one of these gadgets (instead of properly retrofitting a ground wire or protecting with a GFCI) then the tester will still say "Correct".
You may have noticed there is no "all lights on" - that's because with a standard 120V circuit there is no way to get that unless things are really messed up. Like a 240V receptacle turned into a 120V receptacle without changing the breaker/wiring. The tester & lights don't understand much - they just detect a voltage between wires.
And now we get to your situation. You have two complications here: GFCI and "smart" tester.
A GFCI has to cut power, very quickly, when a fault is detected. It must break the hot connection. It could also break the neutral and ground (which is what I think is the case here on your new GFCI).
A smart tester has a small computer (microcontroller) which is measuring various inputs (the 3 receptacle pins and the buttons on the device) and analyzing the results to produce output (indicator lights). It is not simply measuring 120V (nominal) across pins as an old-style 3-light tester effectively does. There is no need for a smart tester to test for normal wiring errors, or for testing GFCI functionality. The primary use for this tester is to be able to test AFCI, because there is no simple guaranteed 100-year-old technology that can reliably and safely trip an AFCI - smart testers can simulate an arc-fault reliably.
Open Hot is a great thing to see when a GFCI (or AFCI or regular breaker) trips. That means Hot has been disconnected and there is no current flowing through the receptacle - i.e., you could at that point short out any pair of the pins and have absolutely nothing happen.
But both Open Neutral and Open Ground actually makes a lot less sense. As you can see on the older "dumb" tester, you can't actually get those two "messages" at the same time - if you have the lights corresponding to those messages on at the same time then you have "Correct wiring"! So what does this mean?
The answer is in the manual. The manual actually has a "Dual Open (Neutral and Ground)" condition listed for "Open Neutral" + "Open Ground". The problem is that it also shows "Hazardous Voltage Warning". My understanding is that the combination (all three lights together) means:
- Hot has power ("live")
- Neutral not connected
- Ground not connected
which would indeed be a dangerous situation. IF AFTER A GFCI TRIP YOU ACTUALLY SHOW ALL THREE LIGHTS (INCLUDING HAZARDOUS VOLTAGE WARNING) THEN YOU HAVE A PROBLEM! This would imply that the GFCI was breaking the neutral and ground connections but not breaking the hot connection - exactly the opposite of what it is supposed to do!
There is one other possibility. If the Open Neutral and Open Ground lights go on but the Hazardous Voltage Warning does not is off then it may be the GFCI is breaking hot and neutral and ground. That would seem a bit strange, as normally a GFCI will simply ignore the ground wire.
This is definitely a case where more advanced technology is actually complicating things and potentially causing more problems than it solves! (Unless you need to test AFCI on a regular basis.)
To be really sure what's going on, my next step would be to pull out a decent multimeter and see what's really going on when the GFCI trips. (The "Open Neutral" + "Open Ground" GFCI, that is. I have no concerns about the "Open Hot" GFCI.)