A simple fix to this HDR in plex windows problem is to install Kodi, then plex for kodi, then tell kodi to run plex as a service, and in plex, enable all formats for direct play. Then you'll playback your plex through the kodi engine which fully supports HDR. You can also then setup kodi to use an external player and use anything you want. If you dont add anything to your kodi library first, when you load kodi, plex loads within 1 second so in that sense, kodi just becomes plex.
Video: JVC RS4500 135" screen in pure black room no light, htpc nvidia 1080ti.
Audio: Anthem mrx720 running 7.1.4, McIntosh MC-303, MC-152, B&W 802d3 LR, B&W HTM1D3 center, B&W 805d3 surround, B&W 702S2 rear, B&W 706s2 x 4 shelf mounted for atmos, 2 sub arrays both infinite baffle: 4x15 fi audio running on behringer ep4000 + 4x12 fi audio running on 2nd ep4000.