the HL blinker to see what is blown, the histogram to see how much margin you got before clipping if nothing blinks (and how much of the image stands in the noisy shadows).
I'm not sure that we're talking about the same thing ;-)
When I review an image that I've already taken then the HL blinker shows what is blown and the channel histograms give some impression of how much margin there was before clipping if nothing blinks.
But I was talking about the continuously updated Live View histogram shown before capture - which in the SLT-A35 (and I expect many other cameras) can be "superimposed" at eye level and ought to be "a big win for serious workers".
I don't think the continuously updated Live View histogram is anywhere near as useful as it should be (even for JPG, even for point&shoot snapshots) because most of that continuously changing data is unimportant "noise" - without an unmistakable indication that highlights will likely be lost.
Perhaps, once upon a time, the Live View histogram we have now was an effective way to demonstrate that a camera did indeed provide a live view updated many times per second - but these days that's the ordinary expectation. A flickering histogram no longer has marketing value.
So my concern at the moment isn't with lack of in-camera support for ETTR, my concern is lack of in-camera support for "prudent exposure". The less attention I need to waste trying to see whether there's a far right histogram bar - the more attention I have to use creatively. The LiveView histogram does provide real-time feedback - but it provides "noisy" data instead of a key indicator.