I’ve merged 3 brackets; -2EV, 0, +2EV. HDRMerge has used the +2EV as a based line (less noisy). The sky is obviously blown out and the merging uses the 0EV bracket (the -2EV hasn’t been used).
I haven’t removed any pixels; I’ve left the default merging. Then saved it to 24 bits and in RawTherapee the recovered sky is displayed in pink.
If I open the 0EV or the -2EV raw files in RawTherapee; there is no blown highlight.