I got a response from Watchguard technical support.
"At this time, we have not received any official communication indicating that Windows XP support for Panda Dome has been discontinued. Based on the information currently available, Windows XP continues to be listed as a supported operating system for the legacy Panda Dome version referenced on the Panda website.
Based on the information you have provided, this issue appears to be related to **Panda Dome**, which is a consumer (home) product. While we understand your concerns regarding the recent crashes of **PSANHost.exe** on Windows XP, we are unable to investigate or provide support for Panda Dome through WatchGuard Technical Support."
So it appears that they only deal with professional business customers at Watchguard support, and they can't help private domestic customers.
I would have to use the domestic support channels for Panda support, which I've already done, of course!
The guys at AnyTech365 have promised to let me know if they hear anything about the status of XP support from Panda, so all I can do is wait.