Its not you, only just last week i was getting similar 'hit or miss' results using HDR Mode on my GX8. So i was experimenting with the different settings for alignment and the number of images etc. I think it might be related to IBIS, so i was just starting to experiment with that this weekend, to take lots of HDR Mode shots without stabilisation on etc.
However i have been distracted this weekend by evaluating a GX80, which i discovered has another option for doing in-camera HDR. In its Filter Effects it has an option called High Dynamic which appears to do much better than HDR Mode. I am quite impressed with the High Dynamic Filter so i am this-minute trying to work-out in what-way the Filter is different from HDR Mode. My own GX8 does have this filter option too, so i will get back to it later.
(i believe the HDR Mode uses multiple image stacking and the HDR Filter Effect uses processing only, which appears to default around ISO 800?)
I found an added benefit of using the Filter Effect which might sway me to use it instead - two images recorded per shot, one 'normal' and one with the Filter Effect (High Dynamic) on.
With both GX8 & GX80 in the Menu, Record, Filter Settings, Simultaneous Rec w/o Filter - set it to 'ON'. One then gets two recorded images (normal & filtered JPEG's) for every shot taken - which is very handy, so i have just left it permanently on as i primarily shoot JPEG. Its like having safety-net (with no penalty) when gambling with various unknown filter effects such as High Dynamic. This also gives one the ability to directly compare the two shots in-camera.
I have a use for in-camera HDR so once i have finished with this GX80, i am going back to experimenting with the stabilisation on&off on my GX8.
So for in-camera HDR, i might be moving away from HDR Mode and stick with the High Dynamic filter, even if it is at the expense of ISO performance.