Well, if you are going to have your car at MGM anyway, it is better to take the car to FW and then take an internal bus to the Settlement (where HDDR is).
Where are you staying?
If you take Disney transportation to MGM, you can take the FW bus to get to the HDDR. Afterwards, if MK is open, you can take the boat to MK and then the bus back to your resort; or, if MK is closed, there will be busses at the bus stop near HDDR to take you back.
From the Disney-MGM Studios, the Fort Wilderness bus will drop you directly at Pioneer Hall, location of the HDDR. After your show, that same location will have floater buses that will take you directly back to Pop Century, so that you don't need to worry about driving after enjoying the all-you-care-to-drink beer and sangria
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