Python 2, 333 221 215 bytes

-17 bytes thanks to @JanDvorak

g=input()
y=map(max,g).index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while'#'in sum(m,[]):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print g

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Python 3, 402 288 bytes, String IO

g=[[*k]for k in open(0).read().split('\n')]
y=[max(k)for k in g].index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while sum(m,[]).count('#'):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print('\n'.join(map(''.join,g)))

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Animation of the code running:

Python 2, 333 221 215 bytes

-17 bytes thanks to @JanDvorak

g=input()
y=map(max,g).index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while'#'in sum(m,[]):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print g

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Python 3, 402 288 282 bytes, String IO

g=[[*k]for k in open(0).read().split('\n')]
y=[max(k)for k in g].index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while'#'in sum(m,[]):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print('\n'.join(map(''.join,g)))

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Animation of the code running:

Python 2, 333 221 bytes

-17 bytes thanks to @JanDvorak

g=input()
y=map(max,g).index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while sum(m,[]).count('#'):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print g

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Input is padded with spaces

---

Python 3, 402 288 bytes

g=[[*k]for k in open(0).read().split('\n')]
y=[max(k)for k in g].index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while sum(m,[]).count('#'):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print('\n'.join(map(''.join,g)))

Try it online!

Animation of the code running:

Python 2, 333 221 215 bytes

-17 bytes thanks to @JanDvorak

g=input()
y=map(max,g).index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while'#'in sum(m,[]):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print g

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Python 3, 402 288 bytes, String IO

g=[[*k]for k in open(0).read().split('\n')]
y=[max(k)for k in g].index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while sum(m,[]).count('#'):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print('\n'.join(map(''.join,g)))

Try it online!

Animation of the code running:

Python 2, 333 221 bytes

g=input()
y=map(max,g).index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while sum(m,[]).count('#'):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print g

Try it online!

---

Python 3, 402 288 bytes

g=[[*k]for k in open(0).read().split('\n')]
y=[max(k)for k in g].index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while sum(m,[]).count('#'):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print('\n'.join(map(''.join,g)))

Try it online!

Animation of the code running:

Python 2, 333 221 bytes

-17 bytes thanks to @JanDvorak

g=input()
y=map(max,g).index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while sum(m,[]).count('#'):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print g

Try it online!

Input is padded with spaces

---

Python 3, 402 288 bytes

g=[[*k]for k in open(0).read().split('\n')]
y=[max(k)for k in g].index('P')
x=g[y].index('P')
m=[k[:]for k in g]
v=x;w=y
while sum(m,[]).count('#'):x,y,(v,w)=v,w,[(x+a,y+b)for a,b in((1,0),(-1,0),(0,1),(0,-1))if'#'==m[y+b][x+a]][0];m[w][v]='_'
g[w][v]='A'
print('\n'.join(map(''.join,g)))

Try it online!

Animation of the code running: