What are you loading the exr into? Is that photoshop or something? Photoshop is garbage for editing images generated from vfx software. I recommend using Nuke, or converting with Houdini's cops to a format Photoshop can understand first.
Since the upper part is transparent and his size depend from the lower content the images are considered from HitFilm as variable size instead of standard 1280x720, and it's impossible to produce a video. Discovered Davinci Resolve is able to produce it but with discontinuities (some gaps).
Also the images are really dark respect the Houdini Render view.
AMD Ryzen 5 2600X, 4x16GB 3200 Mhz, Kfa2 GTX 1070 EX 8GB, Windows 10 Pro, KDE Neon
Perhaps the software you're using (Affinity Photo and HitFilm Pro) do not support the data window feature in EXR. You could try disabling “Enable EXR Post Processing” (add it to mantra ROP via Edit Parameter Interface) and see if the problem persists.