The intrinsic stresses arise due to the external factors of the deposition process during the film growth. The compressive stresses are generated by deposition of particles with energies above the lattice displacement energy because of atomic peening. Generally, with the increase of the coating thickness, the residual stresses could be decreased as well the coating hardness. Usually, the correlation between the residual stresses and nano-hardness of a thin coating follows linear increase. One should also have in mind the possible pile-up effect in the contact area under the indenter that could change this linearity. In contrast to non-stressed material for the same applied peak load, the indentation curve is shifted towards lower depths due to compressive residual stress. The compressive stresses would retard the work of the applied stresses and lower the fracture rate and indent mark. This effect is due to the compressed interatomic spacing.
You may used bias of you sample to increase the bombardment of the film. For instance, in case of chromium nitride, it increases the hardness from 10 up to 30 GPa. In addition, you can use pulse sputtering, with high power (but you generally need a special supplier, see HiPIMS). You concentrate the power in short pulse, giving a high peak power density (100-3000 W/cm² for HiPIMS), but the average power is similar to DC sputtering (about 10W/cm²). During the pulse, you have high ionization which harden the film. See the Special Topic in Journal of Applied physics of these year (papers from Anders, Hultman, ...).