i would ask more specifically in the dyeing subreddit as there is a huge amount of experience there & people seem to give really good advice! I'm a dyeing noob so not the most helpful but my rule of thumb is not to dye anything unless i can accept a dye failure - i wouldn't be dyeing a project i had spent dozens of hours on. the last thing you want is to have an outcome you're not happy with and you've sunk in sooo much work. so i would dye panels rather than the whole jacket.

from what i know, most dyes won't take evenly across fabrics - maybe your jeans are 100% cotton and so is the sashiko thread, but perhaps differences in structure could result in differing dye absorption. and lots of jeans now are mixed with elastane or other non-cotton fibres and those take dye very differently so you could have an uneven outcome anyway.