Mine is set to Always HDR, Infact there is no other option to select other than Always HDR, when HDR is selected in main settings.
1. What version of Hdmi you have in TV, 2.0 OR 2.1 in your tv?
Mine is 2.0, but on this Apple Tv Box, XBox one X or FS4k, doesn't have any issue playing 4k with Dolby Vision and Atmos.
I USE 48GBPS (8K) high speed HDMI cables to avoid any issue with cable bandwidth.
Only Realme stick not giving HDR In 4K (except Prime Video) and it shows Dolby Vision not supported.
2. Did you test Dolby Vision and Atmos?