At first I am impressed by the amount of detail in the shot. Focus stacking seems to be the way to go. Then I notice the black fuzzy outline around the subject. Is that from the OOF shots?
Yes, in a way it is related to the OOF shots, but also to the fact that at close distance , the lens (e.g. left side rays versus right side rays will see from a different perspective point) can look a bit around edges. It's actually also an artifact from the stacking method that was used, and Photoshop doesn't offer any choices. Dedicated Focus Stacking applications (such as Helicon Focus and Zerene Stacker) offer a choice between roughly two or three methods (weighted averaging, depth map, and pyramids), and one can mix results afterwards. Some are better for maintaining structural/surface detail, others will suppress edge artifacts better.
does the software mask whit it decides to keep or do you have to go through manually masking everything?
It's mostly an automatic process, although dedicated stackers offer radius settings and may offer Retouch options (including (masked) output layers) for cases that are difficult to achieve automatically.