I have both an Nvidia gpu and an intel cpu/gpu with the latest drivers, and both seems to be working ok with HDR.
It could be something in your configuration that it does not like, even something like the anti-virus version.
Things to try are:
1- a different media e.g. an other mkv file with HDR or different UHD disk
2- same media if you are using mkv with HDR but a different player software: vlc or jriver to make sure that it is not the media.
3- same media but a different machine if you happen to have other one or a laptop.