In order to export in HDR you need to do the color grade in HDR. Which I doubt you’re able to do accurately unless you have a very very very expensive reference monitor, like the Sony BVM-X300 or the FSI XM310K. Or an Apple Pro Display XDR, if you’re on the cheap end. 🙂
Unless you’ve made a fanedit without any regrading, in which case you can leave all of the original HDR grading.
Ooooof, well that blows