I see. You're creating one variability chart for each MIP_ column, but then it's just grouped
By( :step_number )
which means the various steps are the "buckets" you are grouping your data into, spaced along the X axis.
If each step number has different spec limits, then, I think you are asking for a way to annotate each variability chart with lines that are at different levels depending on the grouping they are above. As far as I know, there is no way to do that in the JMP variability chart.
One possible solution that might work for you: you could renormalize your data so that it is centered around the set point value for the relevant step number (say, by subtracting the set point from the data points). Then you would have 0 = on target, and the numbers would reflect how far above (+) or below (-) the set point they were. If your limits are always the same distance from the set point, and the set point is the only thing that changes from step to step, then you could draw one set of lines across the whole variability chart to illustrate this.
If you have different limit ranges and different set points, you could do some fancier scaling to express your data in terms of both the set point and the limits. But that might be too opaque and confusing to the folks who ultimately look at your chart.