Are you using the Magic Lantern hack? What do you mean that you shot video in HDR mode? I don't think anyone is marketing a DSLR that shoots HDR video... but it's not really my field, so I could certainly be mistaken. On a normal Canon DSLR if you're in HDR mode and switch to video I'm sure it just turns the HDR off.
I can't say I've tried it on my 6D, I've never even tried the in-camera HDR, but I'm fairly confident that it doesn't function in video mode. I'm kind of surprised it even lets you select it.
What do you mean, what is the camera setting if it's off? It would function in standard video mode.