To my knowledge, the S-2000 indeed only needs the magnets for manual flash power (mine are in, but I mostly use my Z-240's underwater).
Have you tried to see what your pop-up flash is set to on your camera? I am not sure about the SONY menu, but on my Canon 7D, if you go into flash settings in the menu - flash control - Func settings internal flash. I have mine set to manual flash, 1/64th power. I did have issues when setting that to ETTL, but that was possibly because I have my strobes firing manually too. Added benefit of setting a low power to your pop-up flash, is that the recycle time is fast - which makes you able to fire more shots off..
In my first dives, I used ETTL strobes UW, but I quickly found that manual control is mush easier, faster and better (no more over/under exposure), but just how you see it.. Also, you are able to set the right strobe down half a stop or even a stop, to create some interesting shadows and highlights...