Seems like that e is overriding quite a few different options (row legend, row states,...). Using Marker Draw Column is one option, but for whatever reason that doesn't support row states so I think you would have to turn them into images first. This doesn't contain script to convert row states into images but shows how images could be used for the marker with an formula
Names Default To Here(1);
dt = Open("$SAMPLE_DATA/Big Class.jmp");
dt << Select Rows(40) << Exclude(1);
dt << Markers(2) << Colors("Blue") << clear select;
fm = dt << Fit Model(
Y(:height),
Effects(:weight),
Personality("Standard Least Squares"),
Emphasis("Minimal Report"),
Run(
:height << {Summary of Fit(1), Analysis of Variance(1), Parameter Estimates(1), Scaled Estimates(0), Plot Actual by Predicted(0),
Plot Residual by Predicted(0), Plot Studentized Residuals(0), Plot Effect Leverage(0), Plot Residual by Normal Quantiles(0),
Box Cox Y Transformation(0)}
),
SendToReport(
Dispatch({"Regression Plot"}, {:weight}, ScaleBox, {Min(60), Max(177.067669172932), Inc(20), Minor Ticks(1)}),
Dispatch({"Regression Plot"}, {:height}, ScaleBox, {Min(50), Max(73.2), Inc(5), Minor Ticks(1)})
)
);
dt << New Column("M", Expression, Formula(
If(Excluded(),
Icon Box("Excluded") << get picture
,
Icon Box("MarkerColumn") << get picture
)
));
frame = (fm << report)[FrameBox(1)];
seg = (frame << FindSeg(Marker Seg(1)));
seg << Set Marker Draw Column(:M);
If Marker Draw Column worked with Row States this would be very easy or if the platform just followed row states...
It might be easier to create the plot in Graph Builder and combine those two windows. If you hold shift and click on graph builders red triangle you can make it show excluded rows
-Jarmo