on my monitor what I see is on the right side above the MT. and to the right of the boats sales there is a lighter area to me which looks like a haloing effect. The sky quickly hits a very dark point which applies this haloing effect.
My suggestion and take it as you will, would be to mask in some of the original exposures in the sky area so its not such a dramatic effect. Since that portion of the shot has not importance and does not make this a better shot, you should tone it down in that are to help keep the eye to center/left of the image.
I have been doing HDR for a very long time now and I don't think I know everything but, I have learned a lot along the way. HDR and skys sometimes works and sometimes does not. What many people do not do in the HDR processing is to mask back in parts of the original exposures that really helps in the final result.
IF you are not familiar with layer mask in photo shop I could give you some pointers and there is also youtube to help.
This is not a hit at you just trying to pass on some helpful tips I have picked up along the way.
THe masking would also help those blown out areas of the sun in the sky and the reflection on the water...