George Wombwell Junior is innocent.

The obituary of George Wombwell places the sale of the menagerie in April 1855. If Jenny the Gorilla was in the care of George junior therefore, she must have died earlier in the year. 

In point of fact, Waterton, a keen naturalist and conservationist had taken a keen interest in Jenny, visiting her four times whilst the menagerie was based in Scarborough. Once he had acquired Jenny's corpse however, he indulged himself in one of his stranger hobbies, the art of political taxidermy. In time, the result made its way from Alston Hall to Wakefield museum, where it remains today, on loan from Stonyhurst College.

From: The Wakefield Museum Website. The museum places Jenny with Mrs Wombwell, so it may be that this was an an animal fatality for which George junior was actually blameless.

Waterton left his own account of his last meeting with Jenny. This is reported in a study of gorillas by James Newman, and reads as follows:

Newman states that Jenny lived seven months in captivity with the Wombwell menagerie and died in February 1856. If correct, this is confirmation that Jenny was never part of the doomed menagerie of George Wombwell junior, but the menagerie of his late uncle and namesake, inherited by Mrs Wombwell.