A simple fix for all your HDR problems is to use the following process. 

  1. Use your original photo, as the base layer. 
  2. Place the generated HDR on top of the base layer. 
  3. Mask out the imperfections. 
  4. Be creative, try different layer styles to get desired effects.

The problems that will be fixed with this approach:

  1. Halo
  2. Textures at unwanted places. Dark clouds
  3. Contrast depending upon the pp technique.