Now I finally found a reliable way to master HDR photos:

1. Edit photo in Pixinsight as usual, but on final stage try to keep the image dark and not clip or compress highlights too much, dark image is ok.

2. Export as 16bit TIFF

3. Do final curves edits in LightRoom, enabling HDR mode. Both SDR and HDR versions can be made independently.

4. Export to AVIF. Mac/iPhone will show it correctly.

5. Publishing in LightRoom album also works fine (e.g. this is my DSO HDR album: https://adobe.ly/4cfEDGX)