Extending on @txnelson's answer with couple of extra things.::FunctionName indicates that the function is in global namespace, so it might be a bit more difficult to find the function, but most likely it is in jmpStart.jsl or jmpStartAdmin.jsl files (JMP Help - Run Script on Startup) . Check also the following paths (depends on your JMP version):
On Windows:
1. C:/ProgramData/SAS/JMP/16
2. C:/ProgramData/SAS/JMP
On macOS:
1. /Library/Application Support/JMP/16
2. /Library/Application Support/JMP
It might also be saved into an addin as a startup script. I'm not exactly sure when these are executed, but I think the scripts are saved in the addins folder into addinLoad.jsl file (addins can be found from: C:\Users\<username>\AppData\Roaming\SAS\JMP\Addins\).
-Jarmo