How pull property value to the next json body request using proprty transfer?

Not much familiar with Json Path along with Property Transfer. I would prefer to do it using Script Assertion for the first request test step.

The following Script Assertion would fetch the required value and set the value test case level custom property and access the value using property expansion in the following test steps.

assert context.response, "Response is empty of null"
def parsedJson = new groovy.json.JsonSlurper().parseText(context.response)
log.info "Retrieved sms code : ${parsedJson.sms_code}"

assert parsedJson.sms_code, "sms code is null or empty in the response"

context.testCase.setPropertyValue('SMS_CODE', parsedJson.sms_code.toString())

In the following request, use ${#TestCase#SMS_CODE} where you needed that value.

And regarding your 2nd question, please refer the below script which is done some time for similar requirement.

https://github.com/nmrao/soapUIGroovyScripts/blob/master/groovy/AddCookiesToNextRequest.groovy

1. Add a property transfer test step then select the required source test step, source property = Response, source language = JSONPath, and selection from source property = $.sms_code.  You can then use the target property in the next request with Property Expansion

2. Try a Groovy script to Pass cookie value to another request