Morning and thanks for the comment and question. Yes, when I bracket I usually more often than not, have at least 1 if not 2 frames of the 5 frame brackets that are severely - very underexposed (black with the exception of some of the brighter points of light - and I expect that). I shoot RAW at ISO 100, and sometimes 200 so as to hold down the exposure times. Unless there is some very specific reason, the metering mode is multi-segment/pattern. I do this so that I get a general average of the available ambient light across the frame, rather than just a single point to meter off of. To tell you the truth, in the early to late evening, I am really scratching for ambient light. I do know that I am at the extreme margins here. My exposure times are, using one set as an example, @ f 3.5 using AE mode (0 ev, 3 sec), (-2 ev, 0.5 sec), (+2ev, 10 sec), (-4 ev, 1/8 sec), (+4 ev, 30 sec). The underexposed frames are the -2 ev and -4 ev.
I usually tone map or HDR - just wanting as natural look as possible. I am not really trying to go to any extreme with the results. I am not looking for a daylight feeling, and since its in the evening, and I am looking for some what of a dark valley lights/city lights appearance. In the example shown, I want to try to catch the city lights, illuminating the mountain sides there in Sedona.
What I have been doing, in order to get around this problem is to shoot multiple sets of 5 frame brackets with ev intervals of 0.5 ev, 1 ev, 1.5 ev, and 2 ev, so in theory I take about 4 sets of 5 bracketed images or about 20 frames. This way I have sufficient frames to make selections (essentially eliminating the noisy frames which would be the -ev frames if they bring in too much noise) from to stack and or stitch (or sometimes both).
I need to run off to work to catch a meeting. I'll find a site to upload a 5 frame set this evening. Or if you can suggest a site, I'll use your suggestion.