I think I have the same problem, except a different setup. Apple TV 4K into a Yamaha RX-V681 AV amp that’s HDCP 2.2 compliant wich is then attached to my LG 55UH850V, which are both HDR10 and Dolby Vision compatible.
I also have HDMI 2.0 cables between all component, so there should be enough bandwidth for HDR, etc. I should mention too that I have set the LG TV to use HDMI ULTRA HD Deep Colour across its three HDMI connections.
when I run the Apple TV 4K’s HDR wizard it fails if connected to the Yamaha. Not had a chance to try it connected Direct to the TV yet.
i had a similar problem with the SkyQ 2TB box. My workaround was to attach SkyQ to the TV and set the HDR to 10bit 4:4:4 and then reconnect it to the Yamaha. It retained the settings but I have no idea if it is actually working correctly.
might be worth a try.
itd be better if Apple provide a detailed technical specification of all the components that must be in place to support HDR properly.