In making them jump vertically, make sure the Up wypt. from the initial Left/Right wypt. on the ground is diagonally positioned. Try vertically jumping immediately while running; as your soldat moves up, it also drifts horizontally; this is why it needs to be positioned a bit diagonally instead of directly above, unless you give the Left/Right wypt. a Special function. ("Wait 1 second" usually doesn't work; "Wait 5 seconds" is the best.)
Then make them jet; this is a bit trickier, so I can't guide you without visuals, or without a screenshot of the terrain of the area you're working with on your map. Here is a rough plan.
Notice the relation of the base running wypt. and the jumping wypt.; it's not just directly above it.
Keep momentum in mind!The other jet waypoint is a guard in case they somehow do not fly left enough to strike the initial one. Guards come VERY handy in working with large paths. Hope this helped