The problem is that disable HUD option completely disables gearbox control, as well as some other controls. You cannot change to L or any other gear, even if they are bound to keyboard keys.
This problem persists on live since day 1 of release and has not been fixed yet.

• Suggestion, please allow some keyboard binding or combination to disable all HUD elements (including ground loading zones) so we can use it for quick screenshot.
• Another suggestion, that may a a more challenging project for future - please add the NVIDIA Ansel technology support. The game is very beautiful, and I really wish I can take the whole scene in nice 360 degree screenshots.