Why can't I set a custom white balance in Movie Mode (A7s II) - I have Movie/HFR set to Manual Exposure - Surely I'm missing something????

I suppose I could use a stills mode (AV/SP/Manual) but I've read there are issues with HDMI output in stills mode - and I use an Atomos Ninja Star

I have the original A7s, and have always just quickly flipped the camera into manual stillls mode to set my custom white balances, then flipped back into movie mode. I can still select any of my custom white balances when in movie mode -- I just can't do an auto white balance. Interestingly enough, I can still tweak the color of my custom presets when in movie mode.
At first I kept thinking 'what a pain having to switch into stills mode' -- but after doing it a few times it's actually a pretty quick process. DSLR's always seem to have a counter-intuitive way of white balancing, and I find this system easier than the process with my Canon DSLR.
Maybe the next A7s version will allow for it in movie mode...

DSLR's always seem to have a counter-intuitive way of white balancing

I"m sure they do it on purpose to give you enough reasons to go for a fs5 or 7, I have been mainly working with dslr's the past years but got a jvc gy ls300 recently and while I prefer working with smaller camera's like dslr's once you work with a "real" videocamera that focuses on video ergonomics you realize what you are missing, whitebalancing for instance is so easy, it literally is just a press of 1 button, switch between 2 presets or back to autowb with a flick of a switch and change whitebalance while the camera is recording. With this camera I"m am constantly making a new whitebalance during run and gun shoots and it even is fun to do :) while with my dslr's I often just leave it in autowb because it's just too much of a hassle when you have to move quickly.

Why can't I set a custom white balance in Movie Mode (A7s II) - I have Movie/HFR set to Manual Exposure - Surely I'm missing something????

I suppose I could use a stills mode (AV/SP/Manual) but I've read there are issues with HDMI output in stills mode - and I use an Atomos Ninja Star

You should check this video out. I don't have an a7s2 yet but I ran into that couple days ago... the video starts from the point.

https://youtu.be/WWBjxkm14HY?t=231

Pretty much how I have my A7s II setup however I have the automatic switching from LCD to EVF turned off and have toggling assigned to a custom button.

Setting WB is a pain though as my new SmallRig is perfect but....it covers the locking switch for the mode dial which makes changing mode a pain.

Sony do like their anomalies though - for some reason you can punch in twice to check focus but when you are recording you can only do it once - odd

what I would not swap back to though, and what you get with traditional video cameras, is the 3 choices of gain! to scroll through ISO until it's correctly exposed is a dream :)