Can't use Jio and data on another sim together!
My OnePlus 3T lets me change the data SIM, but the problem is that not both SIM is a phone can be 4G / 3G, if one SIM is 4G / 3G, then the other has to be 2G. 

JIO will not stay because Jio is a 4G only network, and it will lose network once other SIM is set as 4G / 3G. You can try using Vodafone's internet in 2G.