what version of lightroom and photoshop are you using?
CS5 and LR4 on Mac
not sure if this is entirely what you want, but there are options in adjusting the preview for a 32bit HDR image. with a 32 bit image you can store the entire dynamic range of the HDR image:
- "32‑bit Exposure
Option for adjusting the preview image for viewing 32‑bits-per-channel high dynamic range (HDR) images on your computer monitor. The slider is available only when the document window displays an HDR image."
hopefully this helps somewhat-
This is "simply the way it works" and there is no way to get a higher resolution preview. I don't remember the exact numbers, but I believe all large images are reduced so that their long edge is 1024 when working in HDR. Once the file has been rendered by clicking OK in the HDR window, your final file is produced using the full resolution version. But this was done due to memory issues.