Okay I gotz your original photos. There's something very wrong with them. Never seen anything quite like it. They are all SUPER high contrast individually but within a tiny band of brightness, and when you zoom in, there's just these like huge patches of gray for no apparent reason.
It looks as if somebody took a normal photo, jacked the contrast way up, then smashed it into a little tiny channel near neutral gray (or black or white for the other two)?
Anyway, there wasn't anything I could do with the HDR merge that didn't look bad because of there being a ton of gray. If you up the saturation it just makes it flat red instead. The fine detail had already been blasted away. So I decided to try a black and white HDR, to hide the weird color info and make greater apparent detail by making all the color blotches indistinguishable.
Then did something along the lines of Painterly 3 mode in photomatix, messing with most of the sliders to be a little more neutral, and then black and whited it in photoshop and dodged and burned a bit:
Not super happy with it, and I overcooked it (too lazy to do again more moderately), but the lighting is better distributed I think.
If you look closely you can see how a lot of the shadows still are just one flat shade of gray weirdly. That's not HDR, that's in the originals. Something you need to look into. Having to spread out all that data from its tiny channel is also leading to posterization in the sky, too, etc.