Triptoth, thanks for checking out Zerene Stacker (ZS). For starters, I need to say that I'm the fellow who wrote ZS. I did that primarily because I shoot a lot of deep stacks of hairy and low contrast subjects, and I got tired of wrestling with the other stacking programs.
ZS's PMax method, which is what I think you used, does quite well at preserving detail even in low contrast regions such as the green surface of your leaf. It also handles overlapping structures like mats of bristles and hairs, where the depth map methods have problems. PMax also often gives less halo than other methods, but it's much more likely to show ghosting if there's the slightest bit of subject movement or misalignment.
When I study carefully the Photoshop and ZS samples that you posted, I'm pretty sure that your results are showing some sort of movement or misalignment. But I'd have to see the full stack to diagnose it any farther.
The other common cause of halo with PMax is shooting with too large of a focus step. That algorithm works a lot better when it gets a chance to see hairs etc. in sharp focus, then just a little OOF, a little more OOF, and so on.
Looking at the continuous surface of the green area, I see that there are periodic bands where nothing is sharp. The same pattern appears in many of the hairs -- sections that are sharp, separated by sections that are not so sharp. This pattern suggests an overly large focus step. Reading back, I see that this stack was only 11 frames. I don't know enough about your subject to say for sure, but I'm inclined to think that best results at this magnification and depth would require more like 40.
These high magnification hairy subjects are very challenging on first encounter, but you'll find they get a lot easier with more experience.
If you'd like to work on this problem further, I'll be happy to help you out. The best bet is probably to contact me via firstname.lastname@example.org . I'm very curious to know what's going on with the alignment/movement issue.
Hope this helps -- that's an attractive image you're working on!