Jaytea,
Unless I'm mistaken, your SME is a lower mass arm, around 9.5 grams. ZYX's are not well suited to such arms. While it's not the only factor, the arm/cart resonance frequency may be above the normally recommended 8-12Hz range. You could check that with the HFN&RR test record if you like. Resonance frequencies above this range may result in interference from lower pitched notes on the LP.
More generally, the ZYX suspension is simply too stiff for a light arm, which leads to a bit of the tail wagging the dog during dynamic passages. Even if you get it tracking cleanly, speed, dynamics and bass response will be sub-par.
Try adding some headshell mass, like Willamp did. I'd go as much as 8-9g heavier. That may help. An arm that's inherently more massive would help more however. Your listed system includes a Graham Phantom and a Moerch DP-6. The Yatra should perform well on either of those arms (assuming the heaviest armwand for the DP-6).
Willamp,
Whoever packaged a ZYX with a JMW-9 did you a disservice. Would you trust a car dealer who packaged Z-rated racing tires with an off-road SUV or pickup truck? Run, don't walk, to another dealer.
FWIW, the instructions for those four anti-bias tracks are poorly worded but it's worth noting that no one (knowledgeable) has ever suggested that they are "tests" to be "passed". Such an interpretation is not meaningful and adjusting one's setup based on that would be a serious error, as your experiment demonstrated. This common misinterpretation is one reason (among several) that some discourage the use of test records.
***
Properly set up on a suitable tonearm, the Yatra (or any other ZYX) cleanly tracks the most torturous passages on the most impossible LPs in my collection. On the wrong tonearm, it won't. Put a Koetsu or Shelter on a light weight arm and you'll probably get even worse results.