Saving model's data in the model vs an external data manager class
In my opinion the first example you've given is the best. It seems to adhere more to the single responsibility principle. What this basically means is that your classes should only one responsibility. 

Note: You're actually still breaking the principle, because I think activeJDBC requires objects to save themselves? (I'm not experienced with activeJDBC, but after looking around a little it seems that this is the way it's done). For example Person.saveit() isn't really a great solution in my opinion, but we'll ignore that.

The reason why I would prefer the first example is because it makes a lot more sense to use something called a DataManager for insertions, than a Person class.

If you look the the second example Person.insertPerson() just really doesn't make much sense. Does a Person really insert a person? In my opinion you should stick as close to reality as possible (of course there are exceptions), and letting a person insert a person doesn't really reflect reality. Person.sit() or Person.eat() is something I would expect to find in a Person class. 

A DataManager (what's in a name) indicates that it manages data. And at first thought I could assume/think that this would be used for inserting/receiving/updating objects (if I hadn't inspected the code). Saying DataManager.insertPerson() seems like the more logical solution for me (even though it still has to actually use Person.saveit() for it to actually insert/save the object).

TL;DR I guess you're question could be put as "Should I save a model's data in the model or in an external data manager class?". My answer to this would be use the external data manager class (DataManager). Just because it makes more sense to have a data manager have an insertPerson() method, than an actual model have that method.