Just checking, if the PJ is set to auto, you would not expect the setting in kodi to have any effect. If the PJ is set to full or limited, you should see a difference.
Full-range video in HDR is illegal, so you really shouldn’t be considering that option. I can’t say why you would not be getting the same blacks with the PJ on auto as with it set to limited. Does it report the quantisation range?
Background reading here, if you haven’t seen that yet:
As for the mask not being completely black - is this only for HDR or is it the same for SDR?