How Do I Get 4K HDR Footage from My BMPCC ?

I can't find any HDR settings in any menus.

HDR is a set of display formats, not a source format.

Any CDNG, BRAW or film mode recorded ProRes file from any BMD cinema camera can be displayed on an HDR display as long you color manage the signal properly for the spec required by that HDR display. You can do that color management with a LUT designed for the specific input and output or using the color management tools in Resolve, or other post apps that can support HDR.

This series of articles on mixinglight.com explains in detail about what HDR is and how to manage it in post:

https://mixinglight.com/guide/understanding-creating-dolby-vision-hdr/

HDR is also covered in detail in the most recent version of the Davinci Resolve manual (15.3) on pages 193 to 216

Thanks very much for the useful info. I went to film school in the early 90's when film was still the only viable medium of acquisition. AVID was just getting started. I have a lot to learn about this stuff.