Just to mention, and maybe I'm misunderstanding it but this is a little surprising to me. As I read this, it sounds like if you run WX priority then you'll have gaps in the audio when there are other, non-WX hits (like police/fire for example). And if you use the FIPS/SAME then you're locking your radio into only that and it will remain quiet until there's an alert for your fips/same area. It's just odd to me that you can't set the scanner to monitor the frequency without gaps in the audio of other hits. I'll bet there's a valid reason that there are gaps and likely Uniden would prefer not to have the gaps and just can't help it.
The good news is you can get a cheapie weather alert radio to do the job in your shack/home.
The scanner has only one receiver, so it's not possible to continuously monitor weather radio for FIPS codes while also scanning a wide variety of other systems.
The 'break' in audio, for the scanner to duck over to the weather frequency and look for the tone is very brief, a fraction of a second. You have the same brief interruption if you are using priority on conventional systems. In that case, the interruption hiccup is affected by how many active channels are set for priority scan. You can also set the time interval between priority checks from one to as much as ten seconds. For weather, the interval is set as five seconds.
A weather radio is your best option if you want to utilize the FIPS codes. I'f I'm away from home, I sometimes take along one of my older scanners that is no longer in active use. I can park it in the weather monitoring mode without affecting what I'm scanning with the other scanners.