I doubt you can use the on-camera flash with in-camera HDR, that’s not something typically done. In fact, the in-camera HDR is sort of put there as an alternative to flash… in a sense. But if you really want to do HDR with flash you can work around it by compiling your HDR images externally, in a computer using third party software such as Photomatix. In my opinion there just isn’t enough flexibility with in-camera HDR – much as the way I’d never have my camera process an image into a jpg when I could have a RAW file that I can adjust however I see fit in post. With in-camera HDR you’re stuck with whatever the camera gives you.
You can expose the images however you see fit, using flash and/or not, and then just process the images externally. You have far more control when it comes to how you blend those into an HDR image. Personally, when I’ve done HDR, I usually end up blending the final HDR composite back into some of the individual files (usually the brighter ones) to get something that looks a lot less manipulated anyway. The images that come directly out of the software just look too processed for my likes.
Secondly, if you have external flashes, you can simply control the flash power levels, and again blend them in another program. You can do this with the internal flash, but it’s a little more contrived.
