As an aside, you should probably not be dictating which button is on the left or right. That's one of the way cool things about MiGLayout (platform independence, even on things such as where the cancel button should go).
p.add(cancelButton, "tag cancel");
p.add(okButton, "tag ok");
Now the buttons will appear in the correct order, based on platform.
Here's an article with code doing what you are going for. I strongly recommend avoiding trying to force the size of components like buttons (these really should come from the platform look and feel). Also, docking is fine if it makes sense to do so, but I rarely find it to be necessary. Instead of building a totally separate panel for your buttons, just span the row that contains the buttons - much cleaner, and you don't wind up with all of the nested panels.
It's hard to break from the border layout technique of nested panels, but once you get the hang of it, MigLayout is a dream. BTW - I understand that there are times where you might want to build up the button panel in a library - if that's the case, then separate panels may make sense (although you could also have the library add a button row to an existing panel, instead of returning a panel that you then add to the layout).