Open your inventory (V or I) and Shift + Right-click on the jewels you want to deposit. You do not need to open the Jewel Bank (J).

Press J to open the Jewel Bank window and withdraw jewels using the buttons there.

Open your inventory (V or I). Above the Zen amount you will find Deposit and Withdraw buttons. Use the checkbox to choose the amount, then press the button you need. You do not need to open the Jewel Bank (J).