I think the HDR has worked ok here and the composition is lovely. Not sure if it needed a new sky or not, haven't seen the original, but with the overhanging leaves and branches filling that area in, I'd have thought it was ok. I would have left it alone simply because of the diffculty of removing a sky like that without taking out fine twigs at the ends of branches. What we are seeing here is a classic example where, despite havng done a very good job, we still have quite a few leaves 'floating' where the twigs connecting them to the trees have been deleted with the previous sky.
Just a little suggestion for you, forgive me if I am just teaching you to suck eggs...
To remove the sky more easily, try duplicating the layer a couple of times, changing the top two layers' blending modes to Multiply. This will make the darks darker and firm up the twigs so that you can select the sky much more easily without deleting the twigs as well. Just select the sky on this layer and then highlight the original layer and hit delete. Delete the top two layers as they are no longer needed and that's it
Hope it helps but still a very critable pic here so well done.
Cheers,
Rob