score:6
I don't believe it's possible to "officially" link two separate tickets (PNRs). You can request that they annotate one or both records with a comment regarding the other one, in which case any humans processing your tickets may (or may not) see the note and act accordingly, but any automation won't see or understand this.
For sitting together, your best bet would be to check-in online simultaneously and try to get adjacent seats. This may be difficult on the return leg though, as I would be surprised if Jet will let you select seats on Lufthansa - they're not even in the same alliance.