When I started reading this, i was wondering what version of Photoshop you were using to process the HDR, and it was no surprise when I discovered you actually used Nik's HDR Effex Pro. The halos in your example are the sort of artefact we used to see in earlier versions of Photomatix. They way more pronounced than that in the early days, and pretty much gone by the current version 4.2. Photoshop has never been great at HDR IMO, but took a major leap forward with CC 14.2 when Adobe introduced the ability to process the 32bit file in Camera RAW.
Is you have CC, give it a try. It is an order of magnitude better than _anything_ else out there right now.
That could be a ghosting issue with Nik. You might want to try different levels of the ghosting adjustment. The software will pick one of the exposures to get rid of areas that don't line up, and it might have picked one of the more exposed frames of your set, thus giving a blue cast to those areas. Dialing down the ghosting might cause ghosting to appear in other areas of the image, but you can try it.
As Trevor said, PS's HDR is greatly improved!
Thanks, Trevor and csuebele. Next time, I'll try Camera RAW and play with the ghosting settings a bit more.
I have two further questions. The camera I used is a Sony RX10, which only shoots bracketed images in JPEG format, not RAW. Could I still process these in Camera Raw?
And two, since I already did the HDR compile and tweaked the filter quite a bit, is there anyway to fix these blue halos after the fact so I don't have to go back and redo all the work?
If you have PS CC, you can bring jpgs into Camera Raw and edit them. What I would try with this image is to find one of the original exposures that matches the area best where the blue streaks are located and blend that in to the HDR with a mask. I often combine HDR and regular exposures to get the results I want.