Where do you have that data directory on disk? It's likely not where portainer is looking. Your options are to move it to where portainer is expecting or to use the absolute path to the data directory to the left of the colon for the volume mapping.
For example, I put all my docker compose files in /opt/docker/vaultwarden so if my data were next to it I would use /opt/docker/vaultwarden/vaultwarden-rclone-data:/config/
I don't recall the path where portainer looks but it's going to be wherever you have its docker-compose. I can help you find it if that's the route you'd like to take, but I won't be able to help with that for a few hours.
Are these people you trust? I would do Jellyfin and expose it to them via tailscale. Might be annoying for them to have to run tailscale but no chance I'm serving media directly from my house.