You should try switching the animation to the event being triggered.
On (jump button) pressed - sprite3|Set animation to "jump"
On Jump - sprite3|Set animation to "jump"
I think what may be happening is that while your character is jumping it's setting the animation to jump, and playing it from the beginning. So every frame C2 is saying, "Are you jumping?", "Yes?", "Set animation to jumping and play from the beginning", so it never leaves the first frame.