4K Joeys do not support HDR.
The Joey4s do, but I believe that you need a Hopper3 to support a Joey4.
I updated all of my Joeys to Joey4s, and they do an excellent job with 4K HDR broadcasts. The only small complaint, is their output flags everything as HDR regardless of actual content. The makes colors inaccurate on SDR content, and locks your TV to HDR settings.
The work around is to only enable enhanced HDMI support when watching HDR content. Not sure if they can solve this with a firmware update, or if this behavior is hard coded into the hardware.