Hello CJA,
Welcome to the
PhotoDirector forum
On the few occasions I've used the Multi-Exposure feature, I've come across the same issues. I'm afraid I've not persisted long enough to have ever resolved the cause.
One one attempt, I was prompted to select the object/subject in each of the photos (not just the background photo), but that failed to result in a true multi-exposure image. I've lost track of how many times I've read the Help file to check what I may have missed!
Perhaps, if you were able to upload your selected photos to Google Drive, One Drive etc. we could work through it together. Other members might contribute their experience & lead us to a happy outcome!
One thing I suspect is an issue with photos I've tried to merge is that the camera was panning to follow the subject, resulting in a slightly changing background.
On the face of it, you'd expect a series of photos like this (with such basic composition) to merge seamlessly. I haven't conquered it yet.
PIX
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