Is there something I can set on SmartOS GZ so that I continue to get SoIP with Intel AMT, AFTER boot loader. I get serial console only if I connect to it before machine boot, but not after illumos kernel kicks in.

what are properties of the serial port?

and do you know which port it's wired to? it's unfortunately not standard -- e.g. SuperMicro uses ttyb/COM2 by default while (IIRC) Dell uses ttya/COM1 for example

(you can often change it, but the defaults aren't consistent)