There's the custom modes in there but instead of on a dial, they are in the main menu as Utilise Custom Set Feature. If you use this regularly just assign that option to a Function button like Fn3.
As some have observed, yeah Auto ISO is only for stills mode, when you start recording video it goes off manual ISO only.
The way around this is to set the camera to iA mode and shoot in full auto, then the exposure will correct during a recording if the light level changes. I don't recommend shooting video this way because it looks rubbish, but some might find it useful for certain shots.
M mode is when the shutter and aperture are set manually. A big M appears in the top left of the screen.
A mode is when the shutter speed is set to auto but aperture is selected on the lens ring.
S mode is when the shutter is set on a manual setting and aperture is set to auto on the lens ring.
P mode is when both shutter and aperture are on their auto setting.