For those taking this route the following link provided some useful info.
http://www.xdcam-user.com/2017/07/what-is-hlg-and-what-is-it-supposed-to-be-used-for/
I spotted a post from john-dennis recently referring to the new canon hf gx10. I to was also considering the PAL version but at it is only 8bit may well pass.
If I have understood correctly we need the correct source material and h265 export with the appropriate info in the header.
VP16 maybe?
I hope that we will see HDR capabilities in Vegas Pro 15 in an later update maybe. But I do not know if that will be possible, or if will be VP16.
There is another valuable Video by Alister Chapman, you finde it here:
https://www.patreon.com/alister
And he has also published some LUTs to transform slog3 to HLG/rec709 but also slo3 to HLG/rec2020 (and if you are more experienced you can prepare such LUTs als with the famous LUT calculator).
But in some more detail, if one wishes to use Vegas Pro 15 to generate HLG or PQ Content today, there are also some ways how that can work in Vegas today: either you use the ACES 1.0 root, but that required a lot of calculation power; or one uses the LUTs as mentioned abouve and render the footage. In both routes you will need the tool Hybrid to bring in metadata.
There are limitations of Course - what you will not have by now is a waveform Monitor that has a nit scale - and the render capabilities to rec2020 exists in ACES 1.0 mode only.