To get a proper exposure range for a useful HDR merge I find my white and black points first then calculate my exposure needs from that. Here is what I mean;
• I first meter for the brightest part of the image (in your case it would be the sky) in order to get a proper exposure with plenty of detail. I make a note of that setting.
• I then repeat the process for the darkest part of the image (the trees in your case), again in order to preserve detail. I make a note of that setting as well.
• Taking those two settings I calculate my exposure range (how many stops the two settings are from each other) and I find the middle of the exposure range.
• Based on that calculation I'll set my camera's initial exposure to that middle number and determine if I need to bracket 3 or 5 frames in order to capture the full range.
Once you get into the routine of capturing your exposure range like this you will be guaranteed to capture the full range of a scene for future processing.
Of course there are other issues at play in your image that need to be considered. It was already mentioned about the leaves moving from frame to frame but I don't think that was the contributing factor to your issue here. What I see is a combination of pushing and pulling exposures beyond their useable range in order to keep them looking natural. When pushed to extremes colors tend to shift in luminosity, saturation and gamut. When those ranges are out of sync with each other when it comes time to tone map them and merge them in an HDR program it only exacerbates ghosting, fringing and haloing. In other words, the entire process is taking something that is flawed and amplifying those flaws.
My suggestion is to get back out there and practice getting good solid images in camera then see how that affects your workflow down the line. Keep in mind that for sunsets, colors look their best when the scene is underexposed a stop or two.