The answer is right in front of you! You say "it gives me error saying it cannot do pressure control in a non-periodic dimensions". You cannot control pressure in non-periodic directions. These are free surfaces, and can expand/contract as they want. Also, as you say, it makes no sense in trying to control pressure in y-direction.
You can use a "fix nvt" or similar command to integrate your system during a run, since you cannot control the pressure in any direction.
Christer H. Ersland