it sounds as though you are not successfully stacking. HDR is the wrong tool. That is for combining images with the same focus but different exposure.
If you google "focus stack with photoshop" (without the quotes), you will find many postings with instructions. You load all the images as layers. You can find the rest of the steps
here, among other places. I would follow those steps exactly and then post your results.
I never stack that way, although there are people on this site who do. I do all of my stacking with Zerene Stacker.
There is no reason to use intermediate results. The software can stack as many images as you need to stack.
I normally start with the closest part and gradually move the focus back. If you move in the other direction, you may end up with too tight a framing.
Without more information, it's hard to know if your steps are the right size (1mm).