Another way of doing this would be to write a Java proxy agent that fetches the JSON from the external site and sends it to your application. You can probably also do this using an XPage.
JSONP is supported by Domino using JQuery. The way i have created the the JSONP array is to write an agent which responds like a web service. JQuery, when &callback=? is specified, generates a callback function name. The agent can read the querystring function name value as the name that JQuery assigned it. When you generate the return JS Array value, prepend the name of the function you retrieve from the QueryString. (i.e. func$ = Strrightback(qs,“callback=”)