Sphinx of the final word is hex proof and yet to the slaughter is able to target and destroy not only sphinx but any other creature on board that should be hex proof with sphinx in play
maybe octagon decided to upgrade “To the Slaughter” to roughly follow its paper counterpart, which forces target player to sacrifice a critter or a pw, or both if delirium black triggers. that means hexproofs are able to be killed by “To the Slaughter” in paper mtg.
The card should read that way if so. Were your creatures disabled?
Nothing was disabled. I tested it on my own sphinx in training grounds after the first time it happened and was able to repeat it.
You can always target your own creatures with hexproof…it’s only impossible for the opponent, at least in paper so I assume here as well.
Regarding paper: there are two keywords 
Hexproof - opponent cannot target creature
Shroud - Noone can target creature
In the beginning of mtgpq creatures with hexproof had shroud instead (it was changed in some patch)