I would just like to confirm here how horrible Microsofts HDR support still is in 2024 in the most recent version of Windows 11. It's just a bloody shame to see all the complex workarounds here to get something so easy as a screenshot done in HDR, while my macbook pro in 2018 supported HDR flawlessly on both the software and hardware side out of the box.
But i actually found out a workaround: make your room dark and take a good HDR capable phone with camera like all recent iPhones. Take a picture of your screen and share it to your pc via OneDrive. The most horrible part of this is that I'm actually not joking, it really works great and is much easier than all workarounds and tweaks mentioned above here to do a printscreen.
Be ashamed of yourself Microsoft!