The video recording is HDR, but not 10bit HDR as the XZ2
There is 2 types of HDR:
The "old" HDR, wich was made to record video in backlight conditions, being able to record with diferent exposition values avoiding white sky and dark subjects, the same as you know as HDR in photos, so the video is recorded in traditional 8bit colour range but with backlight correction
The "new" HDR, wich in addition to the old HDR also brings the 10bit recording, wich is able to improve colour and the brightness values without "burning" the image (when you take a picture and the sky looks white because it was too bright)
The old HDR was introduced by the Xperia Z, years ago, since then most smartphones record HDR video (actually HDR video was introduced before HDR photos in smartphones due for HDR photos you need multiple photos, and video is multiple images so it can make HDR easier)
You can check the HDR video was introduced with Xperia Z here:
So all Xperias since then record HDR video, when you see the Backlight icon when recording you know the phone is recording in backlight situation and uses HDR to improve the image, but its not the HDR10 or 10bit of the Xperia XZ2
If you want to know if the Xperia XZ premium could record in 10bit the answer is probably since the XZ2 uses de same camera sensor, but since is the XZ2 reason to exist, I dont think Sony will bring to XZ Premium, but who knows, actually they bring the 3D mode from XZ1 so...