I am having some frustrating issues with HDRI skies in Rhino 6 with Vray up to date. I can use the same file in Rhino 5 and my hdri sky will appear in the render, but in Rhino 6 the sky is not applied. I have attempted it in dome light, and also as an environment bitmap. I have attached my settings and an example of how the render is coming out.
I think you need to check all settings in V-ray for Rhino 6 . Then make sure assign the Hdri map in environment bitmap. so if you are using the Hdri map in v-ray dome-light make sure inadvisable option is off that means not need to use the Hdri in environment bitmap and v-ray sun light too that is depend on the type of hdri map .