A saved session script is just a JSL file: Save JMP Sessions.
I assume from your description that both of your files (1 and 2) tell JMP to open the XLS file, then do some manipulations. So in JMP (or your favourite editor), you should be able to open 1 and 2, then copy what you need from 2 and paste it at the end of 1. If you use JMP you can right-click in the editor window and select 'Reformat Script' which makes it easier to see the syntax and structure of the JSL you are working with.