Not even knowing what an Ex box is is putting me off of the idea, but thanks .
The bike frame has cable guides for either the EX box or the internal gear, the model of bike determines which hub.
I have only used the EX box, but I suspect that I would prefer the EX box based on easier cable replacement.
Leaving the shifter in gear 14 is not that big a deal. I usually forget to put it into gear 14, and as long as I do not touch the shifter when I have the wheel out, everything goes back together just fine. The reason for gear 14 (or if you want, a different gear that you remember), is that if you move the shifter with the wheel out, you want to put the shifter back into the gear that the hub was set for before you re-assemble.
If you did not know what gear your hub was in, moved the shifter while the wheel was out, when you reassemble the shifter might be set for the wrong gear. For example, you reassemble and your shifter says you only have gears 3 through 14. In this case, your lowest gear in the hub is gear one, but your shifter thinks that is gear three. Set it to the lowest gear, unscrew the thumb screw, remove the EX box, set the shifter for gear 1, reassemble and everything should be fine.
Or if you only had gears 1 through 12, you know that 12 is the highest gear, so unscrew and remove the EX box, set shifter to 14, reassemble.
It is really quite simple.
If you have used indexed derailleur bikes for a long time, you are used to shifters that have no slack in the shift cables, the cables are always tight. Rohloff has the indexing in the hub, you need to leave some slack in the cables for best shifting performance, so your shifter will feel a bit loose. It takes a little time to get used to that, but it is not a problem in any way.
The big thumbscrew on the very dirty looking part that hangs down that the cables feed into is the thumbscrew on the EX box. (Thorn recommends against kickstands the way I mounted mine, pretend you did not see the kickstand.) No tools are needed to undo the thumbscrew.