I highly doubt the PS3's firmware supports region locking, so it's most likely code in the game itself, to get rid of the lock you'd have to edit the game, therefore the EBOOT, which as you know is impossible.
Using DEX *should* work, however isnt P4A an online only game (IIRC its the reason Atlus decided to region lock it)? In which case this is completely useless to you as you can't go online on DEX.
PS3 Slim CECH-3004A 160GB (500GB)
PS2 Slim SCPH-70004 - FMCB 1.8b