I can't capture Reshade effects properly with either HDR mode in Cyberpunk 2077. I have Win10, latest Geforce driver on an RTX 2070 and an HDR monitor.
The effects display fine in-game, but capturing with Reshade, Steam overlay or Nvidia produce a washed out image.
Capturing with the in-game only captures the default lighting.
Turning off HDR in-game, the correct image is captured with Reshade, Steam and Nvidia. The in-game still only captures default though.
You can see what I mean
Here