Coming from Vray... Lowering the gamma of an HDR below 1.0 will indeed create more contrast between your lights and darks, but it will also increase the saturation of the HDR, so be prepared for that.
Likewise... Raising the gamma above 1.0 will produce softer shadows and less contrast, and less saturation
Another option may be to check your filmic shadows in the post-rollout of the frame buffer.