As I said, I have been through all game options and found no such thing as gamma.
Just checked under video, there I get 4 options.
HUD Configuration.
Rescale HUD
Postprocessing
Graphics
I looked under ALL of these and found nothing that even looks like it could be gamma settings.
Edit:
Ok this is just stupid.
The Gamma option is not available unless I run fullscreen mode.
I was running borderless windowed mode for easier Alt Tab(my experience is that most multi platform games dont handle Alt Tab well in fullscreen mode), and this had the option removed from the list.
The more I see and read about this game the less sense it makes to me, why should I not be able to adjust gamma in windowed/borderless windowed mode, but only in full screen?