The hybrid electronically addressable random (HEAR) laser is a novel type of random fiber laser that presents the remarkable property of selection of the fiber section with lasing emission. Here we present a joint analysis of the correlations between intensity fluctuations at distinct wavelengths and replica symmetry breaking (RSB) behavior of the HEAR laser. We introduce a modified Pearson coefficient that simultaneously comprises both the Parisi overlap parameter and standard Pearson correlation coefficient. Our results highlight the contrast between the correlations and presence or not of RSB phenomenon in the spontaneous emission behavior well below threshold, replica-symmetric ASE regime slightly below threshold, and RSB phase with random lasing emission above threshold. In particular, in the latter we find that the onset of RSB behavior is accompanied by a stochastic dynamics of the lasing modes, leading to competition for gain intertwined with correlation and anti-correlation between modes in this complex photonic phase.