First of all, I am not a great fan of HDR (in fact I very rarely like so called HDR images), so take my comments with a pinch of salt.
1-I think the HDR treatment does not work for this subject. The end result shows highly saturated colours and the flower seems to glow, whereas the non-HDR version shows subdued and subtle tones. You probably did not intend to render the flower as you saw it but to me the HDR treatment went too far and did not add to the subject.
2-HDR is supposed to mean High Dynamic Range. I am NOT being sarcastic here, but, on a technical point of view, your original did not call for HDR as it doesn't have any blown highlights or blocked shadows. On the other hand, the HDR version shows some badly blown highlights at the bottom of the frame, which to me are a real eyesore. My eyes are drawn to this white patch instead of looking at the rest of the picture.
3-Personally, I find it hard to compose macro shot well. I think you did a good job at framing the flower and its position in the frame is quite pleasing to my eye. However, I think the colour of the background does not set off the flower very well in both versions. Maybe something darker in the non-HDR version and something lighter in the HDR version would work better. I am not sure.
4-DOF. As mentioned by others and yourself, this is probably a bit too shallow. DOF has a lot to do with how successful a macro shot is. A tripod will be invaluable to increase it and make sure your shot is as sharp as possible.