Little update on this issue:"
Next to the HDR playback issue, I also experienced dropping signal to the projector. I didn't linked those two together, but I managed to identify the cause of the dropping signal (something to do with the HDMI A/B output) and when that was fixed, I have no issues anymore with HDR. It works now.
In detail:
During playback on my projector, the signal dropped many times. Sometimes >10 times during a movie.
I found out that when I set my receiver to output to the projector only (HDMI Out B instead of both A/B) that issue is solved (don't know why, I never had any issues with this, but whatever).
Since I started to set the HDMI output to the projector only, the HDR playback works as expected. No more issues there. Weird.
Now I need to find out why the HDMI Out A/B causes this. I never had this issue before, but I think it has something to do with the Sony TV that is connected to HDMI A. Maybe a setting is causing this, not sure. Any suggestions are very much appreciated.
So anyway, the HDR issue seemed to be caused by the receiver/tv and not by the Rpi/LE.