I've merged them, seen the dialogue, clicked 'merge', seen it process the photo according to the progress bar that appears in the upper left, and can't find where it puts the merged photo. Help?
Right-click on any of the images that you used for the HDR, select "Go to folder in Library".....do you see it then?
Found it, thanks. Not sure why LR doesn't stick the merged one right next to the originals. Was in folder with many photos and just missed it when looking through the first time, so my bad.