Thesis jury members selection
I think X would accept being my jury member but would it be a weird situation to call her, as once she rejected being my new advisor..


I don't think it would be weird. This is exactly why people usually decline "politely" (as in: "I'm too busy" rather than "I don't want to") - it leaves the door open for future interactions.

I think if your advisor suggested her, and you think she is a good jury member, you can definitely approach her (or have your advisor approach her, depending on how this is commonly done at your institution).

As a sidenote:


  plus he doesn't know of course that once I approached her to change my advisor..


Depending on the conversation you had with X, I wouldn't necessarily rely on this being the case. Have you asked her explicitly about keeping your request confidential? Otherwise I would assume that standard operating procedure is to talk to your current advisor about it before answering, especially if they are good friends.