Fender J and P necks do usually interchage with no issues as the pocket dimensions are the same for both. The same applies to SX J and P necks being able to swap with each other.
I don't think there's been a general consensus on whether SX necks fit Fenders and vice versa. Some people say they do, some say they don't. Fender necks should fit in SX pockets because SX neck pockets are wider (2 9/16 vs 2 1/2), but there may be gaps on the sides, and as mentioned above, screw holes may not line up. This can be fixed because it is just wood that can be filled and re-drilled, but it depends how much effort you want to put into it.