HDR merged DNG file in Lightroom shot by XT-2 cannot open by Capture One Fujifilm (but Panorama merged DNG can)

I have created a HDR merged DNG file in Lightroom using some XT-2 raw files, which cannot be open by Capture One Fujifilm. Strange enough a panorama merged DNG file created in Lightroom shot by the same XT-2 CAN be open by Capture One Fujifilm, which is clearly inconsistent. Could someone help please?