A thermochemical model in the parametric zone of hysteresis with coexisting equilibrium and oscillatory attractors is considered. For the stochastic version of the model, we study probabilistic mechanisms of multi-stage noise-induced transformations of oscillatory modes. These transformations are associated with stochastic P-bifurcations. Constructive abilities of the analytical method based on confidence domains are demonstrated. It is discussed which of the coexisting regimes under increasing noise is more dangerous in the context of temperature blow-ups.