If it's HDRI, then it means data about environment lighting situation is already there, so if you want your lighting look as it was intended by the creator of the Map, then do not mix it up with anything else. Corona can sample HDRI maps well, so if there is a strong sun spot on your HDRI map, you will get those nice crisp shadows.
When opening HDR files, always make sure you set them to 32bit and def. exposure when opening.