If I choose to use the Dex mod instead of Charisma (as per the Hexblade's Hex Warrior feature) for my ranged pact weapon, will the weapon's damage still be magical damage?
Hex Warrior does not affect the type of damage.
The Hex Warrior feature does not cause a weapon to inflict magic damage.
The hex warrior feature allows the warlock to select a particular weapon and apply their charisma modifier for attack and damage rolls instead of strength or dexterity.
The hex warrior feature automatically applies to pact of the blade weapons for the warlock who has both features, but the hex warrior feature does not need to be applied to a pact weapon.
Pact of the Blade
The weapon used for pact of the blade is either a transformed magical weapon, where the damage was magical to begin with, or it is a manifested weapon that "counts as magical for the purpose of overcoming resistance and immunity to non-magical attacks and damage." So all pact weapons inflict magical damage.
Ranged Pact Weapon
There are two ways of getting a ranged pact weapon: transforming an existing magical weapon, or taking the Improved Pact Weapon invocation which allows creating ranged pact weapons. As above with the melee pact weapons, the created weapons inflict magic damage for the purposes of resistance and immunity, while a transformed magic weapon is already magic to begin with.
Relevant Sage Advice.
As GcL notes, the Hex Warrior feature does not cause a weapon's damage to count as magical. That is caused by the Pact of the Blade feature, which can only conjure a melee weapon or a magic weapon that you have transformed into your pact weapon via a special ritual, as described in the feature description.
However, Xanathar's Guide to Everything describes the Improved Pact Weapon invocation:
Finally, the weapon you conjure can be a shortbow, longbow, light crossbow, or heavy crossbow.
If you conjure a shortbow, longbow, light crossbow, or heavy crossbow as your pact weapon using the Improved Pact Weapon invocation, it automatically gains the benefits of the Hex Warrior feature, but whether you choose to use your Str/Dex modifier or your Charisma modifier, its damage will still count as magical as it is your Pact weapon.