P: Make HDR work with AI denoised AE bracketing images

This is quite frustrating. You can indeed use ai denoise on the resulting image, but there will still be artifacts, as it seems to apply the same denoise level for all parts of image, including those coming from the noisier shots and that results in a weird patches of noise. 
Previously when I applied the ai denoise, it created separate denoised dng files. The denoise on the noisy image was still handled quite well - resulting noise was fairly similar across the images - and you could also finetune it individually. 

What you could do is denoise the brackets, and then export them as 16 bits ProPhotoRGB TIFF or PSD files. Then import these into the catalog again and merge them to HDR. I know this is not exactly the same as merging denoised DNG files in the past, but the difference should be minimal.

In the past, when denoised images were still DNGs, I ran some tests to compare a denoised HDR created from noisy individual images with an HDR created from denoised images, out of curiosity. In all cases, the latter produced better results. This is not surprising, given that denoising should be applied before editing. 

Since HDR Merge used to work with denoised images, I hope that Adobe will bring back this option and allow users to decide when to denoise.

HDR is merged from the original raw images, so indeed denoise of the brackets is ignored. However, I believe that the resulting HDR DNG image should be supported by AI Denoise. I can't check that right now as I'm typing this on my iPad, but I'm pretty sure this is a recent change. As an 'HDR' merged from ISO-brackets is not really HDR at all, the results of your particular example may indeed be poor, however.