What are the clip, sequence, and export color settings?
For clip, they're found by right-clicking the clip in a bin, Modify/Interpret ... and check for color space.
Sequence settings, again check for color space.
Export ... give us a screen grab showing the export settings, and it's pretty detailed about doing so. I'm not at a computer so I can't just link to the document with the proper settings for HDR exports but you can't simply export say an H.264 without setting certain things to the proper settings .