In P-mode, the shutter speed should't drop below the camera shake critical speed that you've set. Keep select pressed for 3 seconds until the camera shake critical speed shows, use up/down to change to a reasonable speed like 1/30 or 1/60. This should work both with and without the HX-14.
You can even do fill with the HX-14 in P-mode, if you've got a Hexar with all functions enabled (look on photo.net's hexar page for the procedure):
- switch from Off to P-mode while pressing SELECT
- keep pressing SELECT and use UP/DOWN for GN selection
- when releasing SELECT, camera displays [PFl].
The GN that you select can be different from 14 to get a fill ratio. Eg. when set to a higher value, the aperture closes down more for the a=GN/distance rule. The down side to this is that the HX-14 still fires at full power, requiring a long recharge time. A more flexible flash unit would be better I guess.
And indeed, you can use other flashes on the Hexar. I've used a Metz with Nikon adapter, and it works; even the flash ready signal is in the same location on the shoe and gives the correct information to the camera. Put the camera in Manual mode (select aperture and shutter speed yourself) and put the flash in auto-aperture. The differences in aperture set on camera and flash determine the fill ratio.