Ductile failure is studied in a bcc HfNbTaZr High-Entropy Alloy (HEA) with a pre-existing void. Using molecular dynamics simulations of uniaxial tensile tests, we explore the effect of void radius on the elastic modulus and yield stress. The elastic modulus scales with porosity as in closed-cell foams. The critical stress for dislocation nucleation as a function of the void radius is very well described by a model designed after pure bcc metals, taking into account a larger core radius for the HEA. Twinning takes place as a complementary deformation mechanism, and some detwinning occurs at large strain. No solid-solid phase transitions are identified. The concurrent effects of element size mismatch and plasticity lead to significant lattice disorder. By comparing our HEA results to pure tantalum simulations, we show that the critical stress for dislocation nucleation and the resulting dislocation densities are much lower than for pure Ta, as expected from lower energy barriers due to chemical complexity.