On a side point, I changed the colour profile in Chrome which seemed to fix the issue when snipping from Chrome (which was my main issue). I've also tested snipping from Word (which obviously a change in Chrome shouldn't impact... ) and that was also fine.
I went to here: chrome://flags/#force-color-profile
and changed the colour profile to sRGB (the below screenshot was a snip with HDR on, and as you can see... it's now fine)
Give it a go.. see if it sorts it for you.