Should I inform the journal that I'm the actual first author?
I think you've misunderstood the situation.  It appears to me that this is being handled properly by your co-authors, and any action on your part would be inappropriate.

As you've clarified, you and your co-authors are following the usual authorship convention for pure math, which is that authors are listed alphabetically, with the corresponding assumption that all authors contributed equally to the paper.  (Of course, this is often a polite fiction, but you're on board with it now and so it doesn't behoove you to denigrate their contributions.)  You say the alphabetical order here is Postdoc, RecentStudent (that's you), Supervisor.

From the journal's point of view, "first author" just means literally that: whose name should be printed first on the title page?  And since you've decided to use alphabetical order, Postdoc is indeed the "first author" in that sense.  So it is absolutely correct that he's identified as "first author" in the journal's paperwork.  Nobody is playing any funny games here.

Any significance attached to the ordering of the authors, or who comes first, is in the minds of the authors and the readers.  The journal doesn't want to get involved in the question of who is the "primary" author, or who did the most work, and they really don't care.  They just want all the authors to agree on what should go on the title page, and which name should be printed first, second, third, etc.  Any way is fine with them so long as the authors all approve.

If it helps, the submission form for JFA has a section that looks like this:



You click the little arrows to change the order.  Note that "First Author" is automatically attached to whoever is first on the list.

You definitely should not tell the journal that you're the "actual" first author.  They'll interpret this as a sign that you want to be listed first, and thus the authors are not in agreement about what should appear on the title page.  They'll put the whole submission on hold until they can be assured that the three of you have worked it out.  This will greatly annoy your co-authors, especially since it seems to have already been understood that alphabetical order was to be used.

If you really wanted to be listed first (i.e. out of alphabetical order), in principle you could open that discussion with your co-authors, but I think it would reflect poorly on you, especially at this late date.  I don't advise that.  In any case they'd have to agree.  The journal won't settle such disputes for you.

As a side remark, your co-authors really should have asked you before submitting to a new journal.  It sounds like it's not worth making a fuss about it now, but you might ask them politely to involve you in the journal selection process in case it needs to be done again (which is not unlikely; JFA is pretty selective).  They may have assumed that, since you're no longer in academia, you wouldn't really care and would rather not be bothered - not really a valid assumption, but perhaps understandable.  As for the boycott, it's a fine point to bring up in a discussion, but I think most people feel it would be poor form to insist if your co-authors don't feel the same - especially if, as in the Postdoc's case, they're at a career stage where "getting published in the best journal" has to take precedence over idealistic considerations.