HDR Merge not works

So, per Canon, that HDR Model on that R5:

"With HDR shooting, three images of different exposures (standard exposure, underexposure, and overexposure) are captured consecutively for each shot and then merged together automatically. The HDR image is recorded as a JPEG image."

I take it three RAW files are created and from that one JPEG is created in Camera. Resulting in three RAW and one JPEG stored in the card.

Are you sure that you in LrC selected the three RAW files and not two RAW Files and the one JPEG? That would result in that error. (yes dome Adobe error statements are not exactly helpful or complete)

In Inglish:

• I discovered the root cause: on the Canon R5 camera the raw photo at maximum resolution is 40 Mbytes, which is too much for LR CC (latest version of 2024). I discovered this by switching to the minimum resolution (5 M bytes) and repeating what I did before! At this resolution the HDR was created! Now it remains to be seen what will be the maximum resolution it can execute! Adobe could give us this answer! But anyway, I will try it and post the result here!

Em português:

Eu descobri a causa raiz: na câmera Canon R5 a foto em Raw com resolução máxima é de 40 Mbytes, o que é muito para o LR CC ( última versão de 2024). Descobri isso ao passar para a resolução mínima (5M bytes)e repetir o que fiz anteriormenre! Nesta resolução o HDR foi criado! Agora resta a saber qual será a resolução máxima que ele consegue executar! A Adobe poderia nos dar essa resposta! Mas de qualquer modo, vou experimentar e postar aqui o redultado!

Are your images made without any or very little camera position movement? The content of the images has to be nearly identical for merge to work.

We can make guesses, but it's hard to say authoritatively without actually seeing the original photos. Upload the originals to Dropbox, Google Drive, or similar and post the sharing link here.