If you actually want to create HDR content with OBS and edit this with DaVinci resolve, you need your workflow fully HDR, which is quite big according to this guide for Resolve:
https://filmmakingelements.com/davinci-resolve-hdr-workflow/
If you just want to edit some game capture and your end product is intended for a huge audience on some video streaming service like Youtube, simply create SDR content and use this throughout your whole workflow. Don't try to capture in HDR, then convert it down to SDR within DaVinci. Even if the game supports HDR, run it in SDR for the sake of your recording. The less conversions, the better the result.
So just record with one of the SDR color formats: NV12, I420, I444. If you focus on color, choose i444. You could also change color range to full, however if you export your final product to video services like Youtube, keep in mind these will probably recode every input to NV12 with limited color range no matter the input. Verify this before you start using a full i444+full color range workflow only to realize your end product will be forcibly converted to NV12+limited color range.