My first impressions of the HDR Module aren't that good and in my opinion there is room for improvement. I appreciate that this is a beta so hopefully it's not the final version for HDR Merge.
First of all there's no drag and drop into the HDR dialogue box. Second you cannot use files that are already open in Affinity Photo. Instead you have to open an Explorer Window and find the files you want.
Once the merge is done you are presented with the ability to tone-map the image. There are five presets, Natural, Detailed, Dramatic, Cool and High Contrast Black & White. Of these only two are useable, Natural and Cool. The others generate far too much noise. I chose the Natural preset and then from there tried to tweekk the settings with the Tone mapping Controls. I struggled to get an image I liked which looked Natural, had some colour and wasn't overly noisy.
In the end I decided to take the Natural preset as it was and just apply it. From there I used the Photo Persona to carry on tone-mapping the image. The controls seemed more responsive here than in the HDR Module and I felt as though I was getting a better result.