If you want to work in HLG, a form of HDR, you need to WORK in HDR in Premiere. All the way through the project.
So you must use clips in HLG, sequence color management set to HLG, scopes set to HLG, your monitor/OS set for HLG monitor space, and use ONLY export presets with HLG in the preset name.
OR to work in SDR/Rec.709
Which is simpler overall ... right-click one or more clips in the bin, Modify/Intepret Footage, set the Override-To option to Rec.709.
Use standard Rec.709 sequence CM, and standard exports ... that do NOT have HLG or PQ in the preset name.