For this daytime scene I'm shooting, I have two windows and a set of HMI lights. I am really trying to not overexpose/ blow out the windows as I'm going for a more naturalistic sort of underexposed look on my actors. I'm not sure the best way to light the scene. I tried to increase the aperture, then compensate with lighting inside but that is only making the actors too dark.
I've read about applying ND gels to the windows but I don't have the time or budget for that (very small production). I've also read about using a double-net scrim jim outside of the window and keeping it out of focus, which I think sounds like the best option. The trouble is that I have no way to get one of these in time, so I was wondering if there was a DIY solution to this. Or if there is another way altogether that I should try.
The DIY solution is to go to Home Depot and buy a few rolls of replacement screen door mesh. You can usually get an 8' long by 36"-48" wide roll right off the shelf. There's usually varying densities of thickness, which serve the same purpose as a single and double net. I've found the thickest one usually knocks down about 2 stops of light, the lighter ones about a stop or so. Get a few different densities to mix and match. I've used them on windows for years as they're DIRT cheap compared to ND gel, or the "real" grip-truck equivalent called Roscoscrim, thus making the decision to cut to perfect window size much easier since they're relatively pretty painless to replace.
The added benefit is that they can often play in shot more easily than ND gel methods because many commercial and residential buildings these days have similar sun screens/shades installed and could certainly count as "motivated", if such a thing matters to you.
I'd caution not to cut the light TOO much outside. You don't want it at the same (or nearly so) levels as the inside or it will look fake. Usually 2-3 stops overexposed out the windows works better, or however much you can get away with before the white levels start to clip.
As far as how to actually light it, that's really up to you and your fill light limitations. You said you have HMIs, but which ones? Any specific staging requirements for the talent? Provided the scene isn't too long, I've always found it best to not fight the natural orientations of the room. Use the window light as key and fill where necessary as much as you can or want.