I am using photoshop 20141014.r.257x64. If I select merge HDR Pro in Photoshop from Lightroom, photoshop comes up, does the merge and when it is complete i get an error message that photoshop needs to close before I have a chance to save the merged photo
Sounds like you're on Windows. Does the crash log state the faulting module? Does this happen with all your HDR brackets, or only with specific sets of files? If you try the same thing directly from Photoshop by selecting File>Automate>Merge to HDR... do you get the same error?