Robert,
Let me see if I can clarify the confusion going on here. You are using the LilyJAZZ font files/stylesheets that were originally published by Torsten Hämmerle. You are using them correctly, but the stencil overrides found in the stylesheet don't account for everything. Some stencils are created deeper under the covers and are harder to override/replace. You've discovered one of them related to accidentals.
What Urs, Malte, etc., are all talking about is the work that I did more recently than Torsten to make LilyJAZZ work *natively* like Emmentaler (i.e., without needing that extra stylesheet for all the stencil overrides). The new font files are called "lilyjazz-11.otf", "lilyjazz-13.otf", etc. These files need to be installed in the folder you referenced (.../share/lilypond/current/fonts/otf) in order for LilyPond to find them. By default, LilyPond doesn't look at the system font folder for the music fonts, only the text fonts. The original "LilyJAZZ.otf" you are using will not work with the framework of this newer functionality. It is in a different encoding and doesn't contain some necessary metadata.
HTH,
Abraham