HDR & focus stacked images combined

[Al Pastor]

Hi,
The Canon 5D Mark III has a continuous HDR setting for every shutter depression until the user turns OFF the feature. Not sure if the +/- EV photos are discarded and only the HDR saved onto the card or uploaded via EOS Utility... But I'm curious if I can shoot HDR images at each step of a focus stack in Magic Lantern, and then automatically import into a "watched" folder, which would then automatically stack with Zerene Stacker to create an HDR/Focus-stacked image?
This would circumvent the entire auto-align, auto-blend, Merge to HDR, in Photoshop CC and save space on the memory cards. Any insight or experience would be appreciated.

Thanks,
Al