(1) I think that these two words confuse us native speakers, too.
(2) I think that "envy" refers to two people:
You earn $1,000,000 a day. I envy you.
(3) I think that "jealousy" involves at least three people:
You love X. You do not love me. So I am jealous of X (because X
receives your love instead of my receiving your love).
Student or Learner