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First, welcome to Photo Critique!
I must agree with your critics, yes. Understand this is a matter of taste for the most part, but in each instance the sky is quite blown out while the shadows best rendered in #3.
And, you've selected an image that even on the best of days would be a challenge for most folks to balance the sky & shadows. Something with the sky closer to the the original and shadows closer to the second processed image would be in the ballpark - at least for my tastes.
Please share more images with us,
Out of curiosity, I reworked the original in HDR Efex Pro 2 using the Outdoor-2 settings. If you object I'll pull the image.
An example of what could be done for images with such high dynamic range - others are much better at this than I but it does convey the idea. It obviously needs some serious WB work