No, there is no setting to disable legality checks in PKHeX. The legality checks are always being improved, and you modifying the Pokémon results in an arrangement not possible to obtain, which is by definition "illegal". Other encounters like Gen3/4 and Gen8 BDSP roamers have a similar correlation that has been checked and has been flagged.
No, there is no setting to disable checking for updates.
As always, you can choose to ignore both, but hiding them will not change the fact that your modified Pokémon are illegal.