Jessica's only appearance so far in the series is in Hollow City, when Olive notices her crying in the train station. Despite the blanket and cardboard suitcase that she is carrying, Olive doesn't understand that she is a refugee, and mistakes her sign that reads "115-201 London->Sheffield" as a price rather than directions.
Olive tries to comfort her by telling her she'd set her free if she could, which only makes Jessica angry and sad. Jessica tears off the sign pinned to her blouse and tells her that she doesn't want to go live in the country. Olive sympathizes with her, telling Jessica that she also didn't want to leave her home, but had to after it was bombed.