I have the same issues you had (brightness and colour change/over saturation) a lot with HDR. I think this is where people go wrong in their HDR processing because it's really easy to push those to the extremes, especially if you are trying to get your final image in the HDR software.
Sebc I really hope you don't mind. I did this up quickly as an example that I probably wouldn't have used HDR on this because merging the exposures in photoshop will require less work. I know you did this as an example of HDR but I thought it might be beneficial to show others another way.
Sebc, I have already deleted the files from my computer and will delete this if you are not ok.