Here is a script using the Big Class data table, and your script, running in JMP 12.2 and it seems to work great

dt = Open( "$SAMPLE_DATA/Big Class.jmp" );
Control Chart Builder(
Show Two Shewhart Charts( 0 ),
Size( 650, 500 ),
Show Control Panel( 0 ),
Show Capability( 0 ),
Variables( Subgroup( :age ), Y( :height ) ),
Customize Tests( Test 2( 8, "2" ), Test 3( 7, "3" ) ),
Chart(
Position( 1 ),
Points( Statistic( "Individual" ) ),
Limits( Sigma( "Moving Range" ) ),
Warnings( Test 1( 1 ), Test 2( 1 ), Test 3( 1 ) )
)
);
Jim