Is it possible to setup a hotspot on the XG 125 for use with access points by other brands ?

Actually, that could be possible.

Hotspot in XG uses a "Interface based" system.

So basically it will pop up a authentication page to each Device, which is attached at Interface A. 

If you plugin any device / switch / AP into one interface and configure a Hotspot on it, it will work. 

Hello,

but can i configure the AP if the XG dont see the it in the wireless devices ?

The Sophos appear automatically...the Ubiquiti don't...

XG can only manage Sophos APs.