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I think the scripts are running in a different order for the sprite than for the clone. So the clone sees the ‘switch costume to idle’ in the loop later in the frame than it sees the jump costume block and you only see that last change. Try taking out the switch costume to idle in the loop and you'll see it switches to jump ok.

But you have far too many different scripts trying to switch the costume so you're not in control. This will only get worse as you try to manage punching, punch up etc. You have no idea what order your forever loops will be running in.

Instead of switching costumes in multiple scripts I'd suggest you combine the scripts so you have a logical order in which you check the current state of the sprite/clone.