lose saturation upon export

I doubt that you're running a properly calibrated monitor ... do you have something like the i1 Pro Xrite or the Spyder system available?

One of the ​biggest​ problems with broadcast TV, satellite, and web video is that very few 'screens' are actually calibrated decently. Colorists deal with this all the time ... they have to deliver programs that can pass the automated QC systems, one pixel over/under either saturation or black/white levels, the whole program is rejected. But once it goes out over the b-cast system, whether to tv's or "devices" or computer screens, no one has control. And most amateur-use gear and players are designed to "enhance" the viewing experience ... over-saturated in one or more color, gamma either to bright or dark ... black & white levels rarely set close to proper.

To deliver something that will look at least ​appropriate​ on any given viewer's screen, given how that screen shows other material, the job of someone producing content is to get as close to down the middle straight standards as possible. Then your material will look the same on any screen as other professionally prepared material.

If you don't have a setup to control your own viewing to somewhere close to standard, there is no way on the planet you can deliver material that will somewhat match the other material seen by the viewer. Therefore, yours ... is wrong.

Set the monitor for sRGB, calibrating with puck & software for Rec. 709. Typically a screen brightness of 120cd/m2.

Set the gamma to 2.2 or 2.4 depending on your viewing condition ... if you're in a fairly bright room and/or all your material is going to the web, probably 2.2; if you're in a light-controlled moderately dim room, and/or doing anything for tv use (b-cast or DVD/BluRay) then probably set the gamma to 2.4.

It's best if the wall behind the monitor is neither particularly bright nor has any color ... neutral gray is good. A very low saturated but low-lit fairly neutral tone may be ok.

With it all set up right, there will be a full range of black to white in the output ... this is what all tv shows are produced in ... and most DVD/BluRay content also. You get full range data there, right? If your monitor doesn't show that in PrPro, then you're not set up correctly.

And what happens later if you look at video material produced under proper conditions with improperly set up gear? Then your material will look exactly like all other professionally produced material on that gear.

But from you comment as to "euwww" and suddenly low contrast, you clearly don't even have that rig set up close to correct.

Neil