Ok guys. I’ll show you two jpegs. I have done some changes to the one. Not in the most elegant manner but anyway. I like the outcome. The short story is that I have shoot the same scene 6-7 times with different f-stops from a tripod. Because I still need work,instead of aligning and blending them all together,I decided to work them in pairs. Every two images I was adding an alpha channel and I was erassing the parts I didn’t like and keeping what I wanted. The final image after sharpening is the second one. But I want to correct one last thing. The lights have the radial effect that I want. But to achieve that I took this part from my darkest image and as you can notice there are shadows between the rays that looks unnatural. Which tool is more appropriate so that I “clean” the shadows between the rays and keep the radial effect of the lights? Any help very much appreciated!
I suppose you would have to normalize the brightness of the different parts before blending, which you may have done. You may have to separate colour from lightness (L*a*b*) (and separate textures) to make the adjustments more seamless.
In general, I think your blending needs practice. Although the bright-dark edges/transitions are the most noticeable, the other areas where you blended are also observable. Where it is less apparent, the changes in sharpness are still uncanny. Perhaps zoom in further to do finer edits and then feather your selection or brush (you could customize your brush properties and shape).
It is one thing to say things and another to demonstrate them. However, I don’t have the time to experiment. Perhaps, master photo editor @s7habo 
could offer more in-depth assistance.
Yet another edit:
Sorry about the flurry of edits. Since you posted in the processing category, I was wondering if you tried any of the computational methods. You mentioned that you are doing this manual blending instead of aligning and blending them all together. What do you mean by that? What methods have you tried so far? Just curious.
I meant the G’mic-Qt add on and the align and blend (median) layers options. I certainly need practice! But it’s a hobby and I do it when family and work permits me so I don’t rush. When circumstances allow me I’m having fun and experiment. Eventually I’ll become good (?). 
@afre and yes. I have just noticed that there is in Gmic - under the Lights and shadows - the light glow filter which I should have used from the beggining. What can I say. That’s what happens when you are rookie and you try to learn GIMP with insomnia… 
A slightly automated method exists to help generate masks using Enfuse if you wanted to follow that path to experiment:
https://patdavid.net/2013/07/automatic-exposure-blending-with-enfuse/
Enfuse will generate masks that you can use in GIMP to further tweak as you like.