Nope, VR switch is moved from hardware to software in latest AF-P lenses and DSLRs. Older DSLRs like < D5200 and < D3200 doesn't have VR switch in firmware. I hope Nikon will update the firmware soon but not very sure. However, why do you want to switch it off? Its very helpful for telephoto lenses.
BTW; Auto focus on AF-P lens works fine when mounted to D5200?
Your camera is not fully compatible with AF P lenses. I don't know if the new firmware has menu option to enable/disable VR/AF/MF and all.
What are the limitations? I don't know. You can share us what you can do and can't do with this lens-camera combo.
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