VisualizeHDR will actually show you the range. Looks like it’s 12 stops by default, from -8 to 4. You can easily change the values in post processing settings under Histogram Log Min and Max. Playing with those settings isn’t going to do much by itself, I can get pretty similar results to that video by just playing with the other exposure and color grading settings.
We definitely need someone more experienced with cameras/lighting/rendering to give advice on if increasing the range is actually going to do much, and what is physically accurate. I assume UE4 (light mass, lights, post processing, etc) is tuned by default to work well with the default HDR range UE4 uses. What a camera, UE4, your eyes, and your monitor does is take real life and crushing it down to a smaller range that eventually your (probably sRGB) display will show. There’s so many steps that happens along the way, but UE4 doesn’t use the sRGB for rendering which is the issue with Blender by default.
What the post processing, color grading, exposure, etc settings are doing is essentially playing with how you are mapping a HDR range to the sRGB color range.