Edgardo, first of all welcome to Serious Compacts. Now as to your camera, hang in here or check back later because we have a number of NEX camera owners on the forum. One of them should be able to help you out.
I take it you are using the 16mm lens? Using this lens the camera is programmed to lock to 1/500 when using the sweep panorama mode. Sony say this has to do with the absence of optical stabilisation in this lens.
When shooting with the 18-55 the camera can select from a wider range of shutter speeds. I'm not sure of there is a minimum shutter speed with this lens but with panorama shots I took last week it gave me shutter speeds anywhere between 1/60 and 1/200.
I haven't seen the video, but this explanation appears on a number of Sony sites and doesn't appear to be linked specifically to the most recent firmware. Since Sony say it is a lens related issue I would have thought it is true for all versions.