How do I create a jump link to a paragraph item?
Perhaps Paragraphs Table of Contents module is good enough for what you describe.
From the project page

If you have long pages on your site, then it helps visitors if you can provide in-page navigation, or a table of contents.
If you build your long pages with the Paragraphs module, then you can use Paragraphs Table of Contents to provide the in-page navigation. There is one link in the table of contents (ToC) for each paragraph on the page.