I am considering buying an SP-404 to replace my drum machines. The question is that I can do the sampler closed-hat / hi-hat work as normal on a drum machine? (ie, when the closed-hat is triggered, it stops the hi-hat).

I wonder if you can. The closest I got a sampler is a BOSS BR-600, which can be used as a rudimentary sampler (tone-load). In the BR-600, the pads for closed-hat / hi-hat are specific, and work well.

I can do this in SP-404?

Thanks.

pretty sure you can't do that. think the closest workaround would be the 'ghetto mute group' delete mode trick

and it is pretty ghetto.

I thought that all the current samples had this feature.
If I use the gate-mode, via MIDI, I can "stop" the hi-hat when entering the closed-hat, right?

That's right.