Miss Pinkerton, the haughty former headmistress of protagonist Becky Sharp (Olivia Cooke). In February 2018, Jones starred in the Sky Atlantic drama Save Me, playing the mother of a missing teen. Jones's performance received positive reviews, with Rebecca Nicholson of The Guardian writing: "you get the impression that Jones could act grief in her sleep, but she is impressively subtle here". From February to May 2018, Jones returned to the West End in a revival of Bryony Lavery's stage play Frozen at the Theatre Royal Haymarket. Jones portrayed Nancy, the grieving mother of an abducted child opposite Jason Watkins. While the production received mixed reviews, Jones's performance was well received, described as "unflinchingly truthful and spontaneous" by The Independent. Jones missed the last four performances of the show's three-month run due to illness, citing the play's "deeply affecting" subject matter as a contributing factor. Later in May, Jones began filming BBC and HBO co-production Gentleman Jack, written, produced and directed by Sally Wainwright. Jones had signed on in July 2017 to play the lead role of Anne Lister, a lesbian Yorkshire industrialist in the 1830s. Described by The Independent as "a core member of Wainwright's unofficial repertory company", the series marks Jones's fourth collaboration with Wainwright. Premiering in April 2019 in the US and a month later in the UK, James Poniewozik of The New York Times wrote: "Jones's performance is a marvel, exuding vitality, charisma and sexual confidence. But she also brings Anne an empathy, humanity and glimpses of vulnerability that make her more than simply a flawless Regency-era Mary Sue." Jones's performance was also praised by Matthew Gilbert of The Boston Globe, who wrote: "Jones is a gale force wind on the show, driving it forward with her confidence and cool. She gives us a dynamic woman living out gender fluidity and attractions to women at a time of ignorance and intolerance. Her Anne rejects social convention—and has the money to do it—as she fervently and undauntedly pursues her desires. But then Jones adds in a hidden vulnerability that can be heartbreaking. It's the best, most faceted performance of the year, though few seem to know that." Gentleman Jack returned to BBC One for a second series on 10 April 2022. In July 2019, Jones received the script for the second series of Save Me, titled Save Me Too, with a 14-week shoot commencing the following month. Save