I think that you can add the new script. It will be appended to the bottom of the list of table scripts. Then you can select it and move it where you want it to be.
Names Default To Here( 1 );
dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
script name = dt << Get Table Script Names;
dt << New Script( "Bivariate Orhtogonal Fit",
Bivariate(
Y( :weight ),
X( :height ),
Fit Orthogonal( 1 )
)
);
dt << Move Selected Scripts(
{ "Bivariate Orhtogonal Fit" },
After( "Bivariate" )
);