Hi! To enable HDR in most games you will need to set your game in fullscreen. Windowed or Borderless won't allow you to use HDR functionality.
You'll also need to use the DXVK_HDR=1 %command% startup variable in steam to enable HDR in any Proton game. Proton 8 and 9 should support HDR without issuez although there are some games that might need additional configuration.
If you use an NVIDIA card, you might need to enable NVAPI with DXVK_ENABLE_NVAPI=1
Gamescope supports hdr with --hdr-enabled --hdr-debug-force-output flags and running the game under it doesn't require xwayland in my understanding. It doesn't support nvidia though
If gnome supports hdr too you can. Kde's support is a part of the stack that needs to support hdr for it to work. The programs and drivers can speak hdr all they want but if the compositor (kde) doesn't understand and relay the info to the monitor it won't work.