Dear Hans,
One of the advantages with HILIC, is as you know, the proportionally high concentrations of organic solvent in the mobile phase. This, I believe, could sometime be very beneficial for unstable compounds.
For the simultaneous separation of AA and DHA, I can only relate to my own in-house results, which are summarized in the application note found via the previously posted hyperlink. Initially, I did observe some initial trouble with DHA stability, but after introduction of brown sample vials, this was solved and it became a straightforward approach.
Another possibility could be the use of stabilizing agents in the samples.
I quote the last section from the paper by Nováková et al in J. Sep Sci.
"The key problem of AA analysis is its instability in solutions. The influence of individual factors decreasing AA stability (the influence of temperature, pH, degassing the mobile phase, commonly used stabilizing agents, and concentration of AA in solution) taking into account HILIC approach specifics was deeply studied and described. The optimum stability under HILIC conditions could be ensured by decreasing the autosampler temperature to 4 degrees C, measuring more concentrated solutions, if possible, and by the addition of either 10 mM oxalic acid or 5% o-phosphoric acid as stabilizing agents to samples/standards. Both stabilizing reagents gave good results as was verified by SST measurements."
As always, alterations to given experimental conditions might be needed to fit the users specific applications, thus some additional method development could be required.