When I shoot HDR with mavic 2 PRO, recorded file is only in JPEG !
No possibility to get a RAW file ?
The only solution seems to shoot AEB, 3 or 5 files. That's heavier and need a longer post process...

A HDR is a processed file so by definition cannot be raw.  Its several RAW files combined.

RAW is the raw, unedited, unprocessed sensor data.  HDR is a combined exposure file so must be in a finished image format, therefore JPG.

If you want the most editing flexibility, use AEB 5 stop or manual bracketing, then you can combine the RAWs yourself and turn those into a JPG or TIFF.

gnirtS Posted at 2018-10-20 01:00
A HDR is a processed file so by definition cannot be raw.  Its several RAW files combined.

RAW is the raw, unedited, unprocessed sensor data.  HDR is a combined exposure file so must be in a finished image format, therefore JPG.

Yes that's what I'm doing, but in Lightroom I can combine  DNG files to create a  single HDR DNG file...
I wonder why DJI don't create a final DNG HDR file instead of a JPEG one...

Because its still not a RAW file.  A DNG is a container - its not always a raw file.  Lightroom is giving you a lossless compressed image in a .dng format but its no longer RAW.