im not sure i understand what you mean... if you mean you cannot get photoshop to use 3 exposures of the same RAW file, then that is correct. Photoshop will also not except RAW as a format for directly creating a HDR image... as RAW isnt really a usable format.
Yes, im converting to Tiff before the HDR process as PS needs them in a usable format whether it Tiff, PSD or Jpeg.
I dont do any post processing beofre the HDR conversion as you want the images to be untouched at this point... you will then get a good dynamic range from the different exposures... if you correct the exposures before this process then its kinda missing the point of doing it.
However some people may tweek the exposures first... there's plenty of room for experimenting really... whatever works best for you.