Hexproof is powerless against Painful Quandary, because it DOESN'T target. A spell or ability only targets if it identifies the objects or players it is going to affect by using the word "target". Spells and abilities can affect objects and players without targeting them. And being affected does not make that object or player a target. Only the word "target" does.

115.1d A triggered ability is targeted if it identifies something it will affect by using the phrase
“target [something],” where the “something” is a phrase that describes an object and/or player.
The target(s) are chosen as the ability is put on the stack; see rule 603.3d

115.10. Spells and abilities can affect objects and players they don’t target. In general, those objects and
players aren’t chosen until the spell or ability resolves. See rule 608, “Resolving Spells and
Abilities.”

115.10a Just because an object or player is being affected by a spell or ability doesn’t make that
object or player a target of that spell or ability. Unless that object or player is identified by the
word “target” in the text of that spell or ability, or the rule for that keyword ability, it’s not a
target.

115.10b In particular, the word “you” in an object’s text doesn’t indicate a target