Just being loud does make UTAU sound yelling rather than sounding singing powerfully. Screaming from bottom of your lungs doesn’t do any good for your throat or voice.
To make your singing voice *actually* powerful (yet not hurting yourself at all), you have to practice a singing technique called “belting”. An another good helpful technique for that is called “mask”. You can find plenty of good video tutorials on YouTube how to do belt or mask in singing.
If you need a good voicebank for a listening reference, I recommended to listen Namine Ritsu’s latest voicebank, “Kire something”, recordings.
Please do not ever strain yourself! Straining is not good for your vocal cords. In worst cases, you can damage or lose your voice (temporary or forever). If making a voice hurts, STOP IMMEDIATELY! Recording UTAU should never hurt or harm you!
And remember to warm up your singing muscles 10 to 15 minutes before recording session and remember to drink room temperature water or warm unsweetened tea (no ice cold drink, does bad to throat).