Did you put  the light in the scene first and then add  enable the HDR function ?  If so, try reversing the process, enable the HDR first do a trial render pass, then add the spot. Although, HDR might just kill the visible volumetrics. I've never been crazy enough to do an HDR render with a visible volume light,.........I don't have 4 days to wait for the first render pass to finish !

"Any club that would have me as a member is probably not worth joining" -Groucho Marx