Fuck dictionaries. There, I’ve said it.
(We all know that most dictionaries are descriptive, not prescriptive; they are based on the language as it is currently used, not as it “should” be used, if such a concept makes any sense. And I believe it does make some sense, but with that in mind, a dictionary is not the place to look for a decision on “correctness” since whatever is “incorrect,” so long as it is in common use, will make it into the dictionaries. Enough schmoes on the street, or any President of the United States, can influence dictionaries.)
Assuming the King James Bible is one of the authoritative sources on English usage, then, (and if it’s not, don’t call me; I’ll call you), here are some admittedly cherrypicked cites for both words in context:
Exd 20:5 Thou shalt not bow down thyself to them, nor serve them: for I the LORD thy God [am] a jealous God, visiting the iniquity of the fathers upon the children unto the third and fourth [generation] of them that hate me;
Deu 4:24 For the LORD thy God [is] a consuming fire, [even] a jealous God.
Eze 39:25 Therefore thus saith the Lord GOD; Now will I bring again the captivity of Jacob, and have mercy upon the whole house of Israel, and will be jealous for my holy name;
Nah 1:2 God [is] jealous, and the LORD revengeth; the LORD revengeth, and [is] furious; the LORD will take vengeance on his adversaries, and he reserveth [wrath] for his enemies.
Zec 1:14 So the angel that communed with me said unto me, Cry thou, saying, Thus saith the LORD of hosts; I am jealous for Jerusalem and for Zion with a great jealousy.
2Cr 11:2 For I am jealous over you with godly jealousy: for I have espoused you to one husband, that I may present [you as] a chaste virgin to Christ.
Job 5:2 For wrath killeth the foolish man, and envy slayeth the silly one.
Pro 14:30 A sound heart [is] the life of the flesh: but envy the rottenness of the bones.
Pro 23:17 Let not thine heart envy sinners: but [be thou] in the fear of the LORD all the day long.
Act 13:45 But when the Jews saw the multitudes, they were filled with envy, and spake against those things which were spoken by Paul, contradicting and blaspheming.
Rom 1:28 And even as they did not like to retain God in [their] knowledge, God gave them over to a reprobate mind, to do those things which are not convenient;
Rom 1:29 Being filled with all unrighteousness, fornication, wickedness, covetousness, maliciousness; full of envy, murder, debate, deceit, malignity; whisperers,
Tts 3:3 For we ourselves also were sometimes foolish, disobedient, deceived, serving divers lusts and pleasures, living in malice and envy, hateful, [and] hating one another.
Psa 37:1 [[[A Psalm] of David.]] Fret not thyself because of evildoers, neither be thou envious against the workers of iniquity.
Pro 24:1 Be not thou envious against evil men, neither desire to be with them.
Pro 24:19 Fret not thyself because of evil [men], neither be thou envious at the wicked;
FWIW, probably not much. I want to re-iterate that dictionaries only take one so far. The real test of language is how the best language is written, not what the academics have to say about it.