Something might indicate you have moisture in your camera's lens or use a dirty, damp or defective filter. In any case, something breaks the light near the front lens.
Thank you for your input, but I do not use or have filters. In your experience, can moisture affect video just when HDR is turned on?
I don't know, since HDR is not something I normally use. Try to clean the lens with propyl alcohol and look into the lens through a magnifying glass.
You can also try to set the camera to -1 and -2 EV and see what happens.
That topic is quite a few months old. However, I just purchased a Anafi by an Amazon Warehouse deal and see exactly the same behavior. Independent on the settings. In video and still images. Everywhere this "floating" pixels. Looked like swarm of birds in the sky on the phone screen. When processing DNG images it shows a lot of green and purple dots, especially around brightness contrasts. So I assume something is wrong with the cam. So will return the unit and try my luck on the next one.