I have done this with a single photo. In fact the first try was my entry here:
https://www.pentaxforums.com/forums/mini-challenges-games-photo-stories/15251...enge-45-a.html
What I did is involved or impractical for an HDR, though. I started with a RAW image, opened in Adobe Camera RAW. I chose one area where I wanted the white balance to be good, not worrying about how the other parts looked. Then I made the other changes I wanted in ACR, and off to Photoshop CS5. Then I reopened the RAW file, and changed the white balance settings so the secondary elements matched the colors in the first image. (With dual monitors I could see both CS5 and ACR.) I opened that in CS5. Back to the first image, I made a new Layer, copied the second image to that layer, and created a layer mask so only the areas with matching color balance showed.
I think it worked great, and I've done it for other images with two different light sources. The important part is the layers and the mask. I started with ACR and used the white balance tool for changing the color cast. With an HDR, I might do all the HDR steps first, then make a couple of layers with a mask and a color cast removal tool.