Here is a way that should work. It involves using a saved limits table that contains phases, and creating a new column in your data table that has the same value as your Measurement_Set_Name.
In your raw data table, add in a new column by the name of
measurement_set_name_phase
The reason for this, is that you need to have both a By value set and a Phase value set, and JMP will not allow the same variable to be used by both By and Phase.
Next create a limits table fashioned like the following:
Tonja from JMP has a blog with an entry about this
https://community.jmp.com/t5/JMPer-Cable/4-ways-to-use-fixed-baseline-historical-control-limits-in/b...
Now go into your XBar Chart and set it up, specifying measurment_set_name as the By and measurement_set_name_phase and the Phase variable,
Then click on the "Read Limits" button. It will open a folder for you to specify which jmp file to read in. So above, when you are finished creating the limits table, you need to save it to a folder.
Now you can run your XBar chart.
I did have an issue with setting a fixed value for sample size, but your data may not have an issue. However, I did get it to work by specifying a Sample Label variable
Jim