Greetings, profjmb and PdA!
Your best bet is probably using JMP's ability to run R. You can, of course, calculate the Hosmer-Lemeshow goodness of fit test yourselves with formulae or a JSL script using the saved probabilities and expected values.
But, before you sink too much effort into that quest, you should be aware that even Hosmer, Lemeshow, and others wrote an article in 1997 (attached) about their 1980 test, noting many of the problems with it. Others have found more problems (attached). The problems are fairly disturbing, and I believe the classical Hosmer-Lemeshow test is now deprecated by serious logistic regressioners.
Good luck!