If the problem is HAZ, better consumable material will not help.

You need to focus your welding technology to HAZ. HAZ is base material which is changed because of heat imput. Here we don't add any consumable material. So what we can do in HAZ to change properties is to change heat imput. If you will change heat imput during welding you will get better or worse properties (if I suppose that tensile specimen is broken in HAZ). Usualy smaller heat imput is better (smaller current, voltage and greater velocity of welding). Try to weld with different heat imput and test the weld.

Best regards Tomaž

Are you using a nitrogen bearing shielding gas?  I would consider that and also looking at a relatively strong filler metal like EN625.  Details of your current welding trials may help the community understand why strength is low in your fusion zone.

You stated that the failure occures at the fusion zone boundaries. To save the trials I suggest firsty to conduct microstructure examination. There may be some hard intermetallic phases that form at this region by intercation of filler metal/nitrogen enriched base metal. If this is the case, then cladding the base metal may help!

What kind of filler metal need to weld this material? With out correct chemical composition of base metal is very difficult to give answer.

You should use electrodes or filler metal with high nickel content; but does not exceed 60% nickel, so that the mechanical properties do not decrease, and may have a filler metal with higher mechanical properties than the base material. As Professor Tomaz Vuherer said, you must control the heat input and forward speed during welding

Thank you all for the valuable suggestions. I will keep all those suggestions in mind during my next experimental design. 

Here I add some information of my trials. 

I am working with an alloy containing 18-20%Cr-0.8-1.2%Ni-9-11%Mn-0.4-0.45%N. In my trials, I used three ASS filler materials (i.e. 308L, 316L and 304L) and three heat input conditions (i.e. 400 J/mm, 550 J/mm and 700 J/mm) in GMAW process (with Ar+3%CO2 shielding) to prepare butt joints of this alloy. During metallographic study (for all specimens), I observe coarse blocky austenite grains along with few vermicular ferrites near the fusion boundary at the weld metal region (not in the HAZ) . However, the rest of weld metal shows fine grain structure. I also find severe drop in hardness in the fusion boundary (FB) which signifies softening of this region and become weakest link in the weld joint. Therefore, under tensile deformation failure is concentrated in fusion boundary irrespective of filler metals or heat input conditions. Though I find higher strength of FB at lower heat input condition. Hence, the ASS filler materials with only low carbon may not be adequate for welding of this alloy. So I wonder what type of filler material should I chose for my next experimental design. 

Thank you for sharing your opinions.

Regards.

Use high nickel fillers.Try 618 or 625.But they are pretty expensive .Also try to reduce the welding current with increased  welding  speed