Your second HDR attempt is about a bazillion times better than the first Although to be frank I also can't see much more detail in the shadows, which would normally be a hallmark of HDR.

The softness was killing the first attempt. In fact I wouldn't even have called it softness, it just looked out of focus to me. I don't believe that mere JPEG compression could cause such extreme softness either. I'd ditch that HDR technique and stick to the new one