Yes on non-SGX. My AMD CPU is definitely not Intel-SGX compliant.
HDR is the only question. It definitely isn't working on my AMD CPU (integrated graphics). If it doesn't work on Nvidia (In-Stock ETA is the 12th, so 1-2 weeks out before I have an answer), then that means if you want this feature on PowerDVD 20, you would have to use an Intel CPU with integrated graphics, and definitely get one with more graphics oomph.
Regarding RAM, for madVR it was consuming all of my video RAM, but that's an interesting question with integrated graphics that partition off some of your CPU's RAM for video. The PC I got has 8GB, plenty for Windows, but 2GB are allocated to graphics. 6GB is still just enough for programs, but 2GB of graphics RAM is probably not quite enough for madVR, as it is fully consumed. I need to check the BIOS to see how much more RAM I can allocate to graphics, but I think I'm close to the max already. But the more you allocate to graphics, the less you have for programs, and 4-5GB is a little slim compared to 6GB.
So my recommendation is this: If using Intel with integrated graphics, 16GB, and hopefully you can allocate 4GB to graphics leaving 12 for programs. If using a dedicated Nvidia GPU which has it's own RAM, definitely get a 4GB or larger card, and then you can get by with just 8GB of RAM for the CPU. But, and this is a big butt, I'm not sure how much RAM you can allocate to graphics on Intel, and this may vary based upon CPU or Motherboard/BIOS. So you might need to do some research (i.e. download the motherboard manual) to see how much RAM you can allocate to graphics before committing to using integrated graphics.
I don't know how well madVR runs on Intel graphics. Perhaps you can find that answer somewhere online. Regarding your question about madVR running on AMD - the real concern is the graphics, as madVR seems to be running on the graphics engine, not the CPU. My AMD CPU has integrated graphics, and all the Intel solutions are integrated graphics, but you can also do a discrete GPU of either AMD or Nvidia.
Of the discrete options, Nvidia is likely the best, but that breaks Intel SGX compliance (and possible HDR). Of the integrated options, I don't know if Intel or AMD runs better. It's also important to know that there is more than one flavor of integrated graphics too. For Intel, you have to get at least HD 630 or Iris Pro, and UHD 645 or Iris Plus are more powerful and might be better for madVR.
My AMD 3400G has Vega11 graphics, but like I said that's on the weak side. An AMD 4xxx series would be better, but AMD is not selling them individually in the US, only as part of an OEM system. And the AMD 5xxx series will probably be announced next week at CES. So right now, I would only recommend an AMD CPU if you are doing a dedicated Nvidia GPU (and the CPU lower price should help pay for the GPU). Otherwise, an Intel CPU with graphics would ensure SGX compliance, HDR functionality in PowerDVD20, and possibly madVR support.