Hi,
I am sorry to see that you have not had a reply yet.
I am not able to comment on SMOTE or other pre-processing methods outside of JMP. I would say that it sounds like it could be worth trying.
In JMP Pro I would recommend that you look at the option to create a validation column that is stratified by your response variable. This ensures that the responses levels are equally represented in your test and validation subsets. You can then use this validation column in Model Screening in JMP Pro 16.
Here is a quick video on how to create the validation column.
Let me know if that helps,
Phil