jin, welcome to image posting!
These eggs of lycaenid butterflies are wonderful things to see up close. I used to get so frustrated looking real time through the microscope and having to fly the focus knob up and down. Now with image stacking I can see the whole thing at once in high resolution. It's wonderful technology!
The image you have here is a good start.
The white fuzzy regions you mention look like what we call "stacking mush". It's a defect often found in Helicon Focus methods A and B, in which the software loses track of low contrast detail and ends up selecting out of focus frames instead of the ones it should have.
Since you're still trialing, I recommend that you also try
Zerene Stacker because its PMax method and retouching capabilities were specifically designed to handle deep high magnification stacks like this one. (Standard disclaimer: I wrote Zerene Stacker so I'm biased. On the other hand it's optimized for the sort of work I like to do, and this egg is typical of that sort.)
Other things I notice...
The lighting looks great. You're getting good modeling on the egg, little or no blowout of the whites, and good delineation of those trichomes on the plant, with bright outlines on both sides of most of them.
I see quite a bit of color fringing, especially on the right side of the image. Most likely that's lateral CA (chromatic aberration) in the objective. You can reduce it a lot by by post-processing in Photoshop. The recipe is Filter > Lens Correction... > Custom > "Fix Red/Cyan Fringe", and move the slider all the way left. The amount of fringing is more than Photoshop can handle at one time, so you'll have to repeat the process two or three times to get rid of it.
I hope this helps!
--Rik
