I am sorry about the lack of support for the deployment of our ARIMA models being a bottleneck for your project. This would make a good entry in the JMP Wish List.
Regarding the Python code generation for Neural Networks models: JMP Pro 14.2 added support for mapping JSL linear algebra operators to NumPy, resulting in much smaller and faster scoring code. Unfortunately, the default publishing operation for Neural Networks doesn't take advantage of that feature, but you can still access it by taking the following steps:
1) Fit your Neural Network;
2) From the model LRT, instead of using "Publish Prediction Formula" - which would push the model directly to the Formula Depot - use "Save Fast Formulas". This will add a new Formula column to your data table named
"Predicted <VARIABLE NAME>".
It is the same basic model but it uses matrix multiplications in its calculations.
3) Back to the main menu, select Analyze > Predictive Modelling > Formula Depot
4) From the Formula Depot LRT, select the first option, "Add Formula from Column". Select the new formula column if necessary (it will be selected automatically if it is the only one available). This should add a new entry to the Formula Depot with the name
"Neural - <VARIABLE NAME>".
5) From the LRT of the new entry, select "Generate Python code"