No, to both ideas.
- The fact that a creature has hexproof has no bearing on the spell the creates the creature; see "Can I give a creature spell hexproof to prevent it from being countered?".
- A spell which "cannot be countered" stops only effects which say "counter target spell", for example Counterspell. It does not stop:
- The spell being exiled, for example with Mindbreak Trap
- The spell being returned to hand, for example with Unsubstantiate
- The spell being put on top ofinto its owner's library, for example with Memory LapseAether Gust
- The turn ending while the spell is still on the stack, for example with Discontinuity