Gah, my reply got swallowed by the internet daemons!
I'll edit this post when I get a chance today and redo my reply.

You may be right there Testing, but when I check my preferences in Lightroom, I have a choice of ProPhoto RGB, Adobe RGB (1998) or sRGB and the only one that preserves the full range of colours is ProPhoto RGB. Problem is that the only colour space which I can use on my D90,Lightroom 3 and HDR Efex Pro is Adobe RGB (1998) (and that is assuming that the Adobe RGB on the D90 is Adobe RGB (1998)).

I changed my camera from sRGB to Adobe RGB, changed the Lightroom and HDR Efex Pro preferences to 1998 and took another picture and checked again - still the same. This is with the default preset in HDR Efex Pro which supposedly does not make any changes to saturation etc. yet the greens still look too yellow.

What colour space set-up do you use in your camera/Lightroom/HDR Efex Pro?

IIRC you're shooting in Adobe RGB.

I smell a colourspace compatibility issue.

Shoot a NEF in sRGB, duplicate your workflow, and see if the colour shift still happens. I'll bet you a beer if it does.

When I export a .nef from Lightroom into HDR Efex Pro I am getting a really crappy colour shift which is hard to offset when I get back to Lightroom. Did any of you guys that use those programs have a similar problem and if so what was the cause?

Thx for any advice.