Hello,
the VERT_DATUM entry in the prj file must be the same as TIFF_DESC inside the geoid tif file.
So I changed the entry in the prj file so it corresponds to TIFF_DESC....
Here is the changed prj fileCOMPD_CS["GDA94 / MGA zone 55 + ausgeoid09 geoid height",PROJCS["GDA94 / MGA zone 55",GEOGCS["GDA94",DATUM["Geocentric Datum of Australia 1994",SPHEROID["GRS 1980",6378137,298.257222101,AUTHORITY["EPSG","7019"]],TOWGS84[0,0,0,0,0,0,0],AUTHORITY["EPSG","6283"]],PRIMEM["Greenwich",0,AUTHORITY["EPSG","8901"]],UNIT["degree",0.01745329251994328,AUTHORITY["EPSG","9102"]],AUTHORITY["EPSG","4283"]],PROJECTION["Transverse_Mercator",AUTHORITY["EPSG","9807"]],PARAMETER["latitude_of_origin",0],PARAMETER["central_meridian",147],PARAMETER["scale_factor",0.9996],PARAMETER["false_easting",500000],PARAMETER["false_northing",10000000],UNIT["metre",1,AUTHORITY["EPSG","9001"]],AUTHORITY["EPSG","28355"]],VERT_CS["AUSGEOID09 geoid height",VERT_DATUM["[glow=red,2,300]Australian Height Datum[/glow]",2005,AUTHORITY["EPSG","5111"]],UNIT["metre",1,AUTHORITY["EPSG","9001"]]]]
Hope this prj file works!