I don't think there's a way to unlock or "unshare" hotspots/slices across states.
At first, I was going to suggest this might be due to an assumption that interactive areas are more usable when they are consistent. When I think of States, I think of animation, and changing hotspots within an animation would be... unusual. Alternatively, I think of the states of a button symbol, which serve as visual cues or feedback to the user to communicate the interactive process. Changing hotspots in this scenario would be incoherent.
Then it occurred to me that this limitation may be related to the HTML output, where hotspots and slices are hard-coded. They can't be changed "on the fly" (unless perhaps by a more advanced scripting method?).
It might be worth describing what you're trying to accomplish in the larger sense, as there might be an alternative way to approach it.
I have a calendar. The calendar is the page. When a date is selected within the calendar I want there to be a state change on the calendar that brings up a date editor lightbox state.
Using a state for the lightbox is the problem, because I want the hotspots used in the lightbox state to not be shared to the other states of the calendar. Otherwise there is a mess of overlapping hotspots.
However... If I don't use a state for the lightbox and instead make a separate page out of the lightbox then I can no longer access the other states of the calendar on the calendar page for the onclick behaviors of the lightbox.
The only way I can think to do it within the confines of Fireworks is to use a separate page for every different interaction between the calendar page and the calendar lightbox editor... which gets overbearing to say the least.
I'm not sure that Fireworks can integrate with a lightbox script—in terms of generating a live, functional preview—but I'm no expert on that. It seems like Pages would be an appropriate choice here.
Can a hotspot be used to go to a specific state on a different page?
It seems like if you want to make any use out of states you have to do it all on the same page.
To go to a specific state via a hotspot link, you'd need to be able to target that state somehow—for example, by assigning it an ID. But I don't think Fireworks offers that ability. Again, I think that's because states are intended primarily for creating animated GIFs. (FYI: States were originally called "frames".)
You'd also have to think about how the state is being output. Pages are output as HTML files, but states... are usually components of an animated graphic, I think. Unless you export them separately as standalone files.
I'm kind of talking off the top of my head here... These links may offer a bit more background on the intended uses of States and Pages: