Hello Giovanni,
I started to "play" with copies of the three jpg's you posted above and I wonder:
- how many images you shot originally
Three sets one for each focus point
- how many did you shoot at each focus
I usually take three shots 1 stop apart from each other
- how many did you stack to obtain each
Three for each focus point
- what other post processing you might have attempted
I did basic adjustment in LR like cropping (as to avoid frame of the polariser), sharpening mask, lens correction
I ask because I am already seeing halo's in your posted jpg's.
Well, once one does an exposure stack, call it HDR or whatever, on a long exposure with water my guess is that it can't be avoided so, probably, the idea I have of this shot fails from the start, I can't simply get it.
I thought that the top image was "the best" focus on the rock window detail but I wasn't able to do much with the shadows - it would be better to work with the original raw's.
I also thought that I'd be able to do simple cut/paste operations between the other images to obtain the best focus on the distant rock as well as the smoothest sea however despite the fact that all three images are the same size externally, the internal detail doesn't map 1-to-1.
I can't cut the sea/rock and paste it into the "opening" without ending up with a mis-match.
So, while I do see differences in sharpness of focus, I think the best way to get what you're hoping for would be to work with original raw images untouched by your stacking software and composite the best focused pieces together.
I'm not prepared to spend all afternoon painting individual pixels to remove the halo's introduced by your s/w's stacking.
Just my opinion. I'm sure the masters of this forum (Major Jack Reacher, Babine, etc...) would be able to do better than I can but all would want to start with unprocessed raw files.
I of course have the raw files, as I wrote above probably the kind of image I want to take can't be achieved, either I try when the sea is already smooth on its own as to avoid the holos or give up the idea.
Maybe stack only two shots and forget about exposure stacking to keep things the simplest, I was thinking to add a GND on the bottom (the bottom part of the frame is always much brighter than the top because of light coming through other openings) to balance inside light and then only take a shot on the right side of the frame and one for the distant rock and try that way, here two single shots but no GND.

Focus not really accurate but somewhere around the frame