Martin,
We recently published the results of a simulation study evaluating the LFK index test (https://onlinelibrary.wiley.com/doi/10.1002/jrsm.1714). We compared this method with the classic Egger and Thompson-Sharp test (aka Egger test with mixed effects model). Our simulations were for meta-analyses with the mean difference but I guess they are useful for the SMD.
The Thompson-Sharp test was conservative under homogeneity but hold the significance level under heterogeneity. The Egger test was either too liberal or conservative under heterogeneity.
Accordingly, I would lean to rely on the results of the Thompson-Sharp test as you observe high heterogeneity.
This said, typically a significance level of 10 percent is recommended for tests of funnel plot asymmetry (Sterne et al., 2011, BMJ) and the p-value of the Thompson-Sharp test is just above this value.
Best,
Guido