This is probably a common recurring question about Vray. Dome light does not produce sharp shadows. Apparently, Sun Light can be used to enhance shadows. (And of course, we need a large library of different HDR skies in different solar angles). In addition to this, the source of the Sun Light must be set to match the brightest point in the HDR image. Without specific plugin it is quite hard task.
In this context, there are many guidelines available. It would be good to hear some sort of official view of this combination and its manageability. Exposure control will certainly be more complicated with two completely different types of simultaneous light sources. Of course, the processor is also burdened with incorrect settings.
This plugin has a lot of possibilities to override settings. Both light settings and general settings can override Environment settings. Of course you have to find a suitable way to organize your workflow. Is changing the environment variables more sensible on the Light panel or Setting panel? The basic functions are generally logical and easy to master.