I don't quite understand what you mean by "natively".
But in general, you can add black borders to a HDR file just fine in AviSynth+ while preserving the bit depth and YUV color space.
Just add the borders like you would normally, not much else you have to do in theory. But of course you will have to reencode and that can take a while with x265. You can also encode it in x264, but that is of course pointless, as it does not support HDR metadata, hence no player will play it, and BD compatibility won't exist.
When reencoding with x265, just add the HDR parameters from the original file as encoding parameters (all those mastering display and matrix data and whatnot). I believe those are mainly for helping a TV map the values to its own dynamic range if it doesn't support the full 1000 nits or whatever, which is why you don't have to take them into account when adding the black bars or processing in AviSynth.
Now, I have heard of the existence of metadata that are actually in the stream itself and not constant, meaning they might change per scene. I don't really know anything about those, you would have to do some research yourself. But I don't think they are that much of a big deal probably, as again they would only affect the mapping I think.
If you hate the idea of AviSynth+, I would check and see whether x265 has some integrated filters to add black bars, it's not entirely implausible.
You will likely also have to research x265 parameters for UHD BD compatibility, I can't help with that unfortunately.