Peter is correct on both counts. The Nova Chucks that have an M33 x 3.5 thread are direct threaded so an insert is not available. To convert your existing chuck you would need to use an exsert which you could obtain from
The Tool Post Scroll down to "Threaded exserts for Patriot Chuck". They will fit both Sorby and Nova chucks.
This will, as Peter says, cause the chuck to be some way further from the headstock which may be a problem with a small lathe like the Jet where the distance between centres is limited.
The Sorby Jaws are indeed interchangeable with the Nova Jaws, but so are they with the new Record Power SC3 and SC4 chucks. In my opinion you may be better off with the smaller SC3 chuck but the Sorby Patriot and either of the Record chucks would use your existing jaws.
The SC3 is currently on sale for just under £100 in Record Power's Winter Promotion:
SC3 SCROLL CHUCK SET - M33
Just one afterthought, the Nova and Patriot jaws are numbered in reverse order to the Record Power chucks so if Nova jaws are used on the Record chucks they need to be fitted in reverse order. 4/3/2/1 instead of 1/2/3/4 otherwise they may not run true.