HHere is my explanation...

HDR: usually use software to blend 2 or more picture files with different exposures into one, where highligh and shadow in the final file has been adjusted based on certain rules.

Double (or multiple) raw processing is quite different, the person doing such blend has a full control on highligh and shadow adjustment, no special software is needed for doing the merging.

The reason I only use douple (multiple) raw process is that I can adjust any part of the frame manually in order to achieve the best effect. But it takes much more time than HDR usually.

You can find relevant information on both HDR and double raw processing online.