The HDMI cables from the ATV to the AVR are same cable brand/series, as is the HDMI from the UB9000 to the AVR. The AVR has no issues with DV/HDR from the UB9000.I've got an MRX720 and both DV and HDR10 work fine.
When you connected directly to your TV which HDMI cable did you use?
The one that was going from the AVR to the TV or the one that was going to from the ATV to the AVR?
I suspect one of those cables is not up to snuff.
As far as I know there are no special HDR settings in the Anthem.
(I assume you have updated the Anthem firmware. When our models were introduced the firmware did not support all the HDR formats. So a few updates have been necessary.)
I did update the firmware and when connected the ATV direct to tv I used the cable from the ATV to the AVR.