It's not known who is Jenny, since she is unidentified and neither actor is credited.
Agatha's sister
Jenny is the only other "kid" from Daddy to be named. Jenny's sister is the only other kid from Daddy.
Behind the scenes[]
[JENNY] Mid 20s to early 30s, this pretty but tough, submissive inmate is one of Daddy's "kids" who acts out occasionally but cowers when Daddy reprimands her...2 lines, 3 scenes. ALL ETHNICITIES. ALSO APPEARS IN NEXT EPISODE, 3/4-3/13[1].
Jenny may have been played by Sara Gianola, but it's not known.