It seems that Rockstar Games are aware of HDR issues regarding Red Dead Redemption 2 and are working to fix them.
Rockstar Support have received many complaints regarding blurriness and lack of sharpness on the PlayStation 4 Pro version of Red Dead Redemption 2, and have responded to users with a statement in response.
"We are currently hard at work fixing [the issues]."
This video depicts the blur effect, showing the game to be somewhat out of focus. It is only happening on PlayStation 4 Pro units, so we'll have to see.
Some other players have reported HDR issues across all platforms, particularly PlayStation - it appears Rockstar are aware of all of these and are working to fix them.
We'll update this story if more information arises.
Thanks to RDR.org forum users.