The render without HDRI (still no lights and sunlight is disabled) is completely black, as you would expect.  Remember, the HDRI mats from MadMax have ambiance of 0.

The render with HDRI is much more interesting (and quite slow at these settings)...

Here's the HDRI render done quickly for first impressions (quality 0, regular AA), I'll post the premium render when it's done.

Come visit us at RenderGods.

Ignore the shooty dog thing.