Both both is good. Growing up watching "I dream of Jeannie," "Bewtiched," and "Sabrina" has clearly left its mark. Clearly though from what I write about seems to be witches. Comes with the favorite season I suppose. The "witch" has a large plethora of genre to explore and are more free from genre and trope.

What is more attractive: No comment

What character do I like more: Jane because arctic fox tease and witch.

As a trained folklorist perspective in the square off:
In the head to head: Really depends on how you define the Djinn versus efreet in the pre and post Islamic lens and thus what "spirit" is being dealt with out of lamp/bottle/ring having more in common with fae/Montiou and usually tied to landscape. In the Abrahamic lens that is just demons and all arguments therein with the odd from mooning to chickpeas and bells being weaknesses. In both post/pre they are often trapped for a reason.
Witches in folklore are often depicted working and controlling spirits and as long as they are crafty and don't self petard remain in control at least in the living world all faustian deals in mind. Though, in the Hellenic sense inheriting a legacy from both the Gods of fate and Circe is an extra "god" given powerhouse.

Who has the scariest tales:
Witches. The liminal space of human "other" that straddles the sacred and taboo often falling into the taboo in a genders space is a powerful thing in the human psyche.
Djinn have more been pigeonholed by a dominate religion and watered down by popular culture, dineyified, and forced through a culturally approved collection during the 8th century. Though there are still places in the middle east were the locals won't go up that hill because the screaming djinn on the hill with all the hallmarks of a classic "ghost" story. That inhuman "other" might by unknowable in the uncanny, but it often leads to many holes and questions that can lead to weird places. Stepping back in a folklore story analysis you get a lot of "whats?" where a human actor with a foot in the inhuman can be all the more freighting.

Best fashion: Belts, boots, and hats goes a long way with me versus a Bedlah. But I am a bit of a prude. A djinn could be wearing anything both in the modern sense and the folklore sense. So could a witch, the classic items though stem from weird cultural baggage and the 16th century, when the world over the unclothed is taboo and often the dress modus oprendi in old stories or the skins of animals.

One is "Practiced" and llearn'ed in the ways of nature. A "Wise Woman."
The other is a powerful, but controllable force of nature, that in myth only wants to destroy humanity and regain the world that it once built. The latter grants wishes but offers dire consequences in return.

Both want to teach powerful lessons to non-magical people.

Now... Considering your characters Jane and Zenovia, I could relate to Jane as I once lived with a gal who practiced "Wicca", and I served as her minion for a while. Zenovia fascinates me because I feel I could enjoy chatting with her about "Life" in her magical realms.

Perhaps Zenovia might have met my "Muse" sometime long ago.

I prefer Janes ^_^

I prefer both!