I see you've figured out the display issue: basically, "none" is one of the screens that you scroll through with the multi-selector when viewing photos-- I also found that a little confusing as at first.
Regarding the P mode question, I think the difficulty you're having might be that the program only allows changes that will still produce what your D800 considers to be a "correct" exposure. You said you had auto ISO turned off, so your shutter speed/aperture combinations are going to be more limited than they would be if the camera could also select from a range of ISO settings. Also, with the flash turned on, your shutter speeds are restricted, and your aperture selections are going to be limited accordingly.
Does that make sense?
I think I would try setting my auto ISO on with a ceiling of 3200 (or whatever you're comfortable with), and give it another try, or you could leave it off, but set the ISO a little higher than you have it to give the P mode a little more room to operate. Try it with the flash both on and off and see if it makes a difference.