I'm confused. In each layer I have varying shutter speeds (fixed aperture) because I've got auto exposure (Aperture priority set), so are you saying I shouldn't use this method with HDR?
Oh then you are stuck, you should not have used aperture priority, if for any reason I use aperture priority then I lock the exposure for the entire series, Its always better to shoot on Manual mode, that's what I understood when you said fixed aperture.
You locked the aperture but forgot to lock the exposure & speed varied in each case thus giving you the problems now in blending.
If I use a fixed aperture and shutter speed for each layer, wouldn't I get even bigger frame to frame differences (as some would be way more over/under exposed)?
The reason you are doing HDR is bcoz the scene has huge brightness range so bigger frame to frame differences will not matter, you just need to ensure that you cover the brightness range.
I normally bracket -2/0/+2
but at times I have to do -4/-2/0/+2/+4
What you can try is separate the images now & stitch them 1 by 1 using the auto color correction & then try blending HDR. In this case you still will have some banding due to APP making corrections differently in each series of exposures.