Sorry I'm coming to this late.
I scan everything in HDR mode. So there is one folder for a small project, or several folders for large project. Name it SF8-HDR.
Then I open them individually in HDR Studio. Do whats needed there and export to a folder named SF8-Developed.
These files I open in PS via Bridge. Do FocusMagic, Neat Image, and any cleanup work needed on layers. Flatten and Save and close the file.
Then I will import those files into LR. I do edit in LR also.
I see no need or use to have the HDR's in LR.