JESS: A TALE OF THE TRANSVAAL first appeared as a serialization in The Cornill Magazine, May 1886 through April 1887. This serialization has no illustrations.
McKay and Scott claim that the first edition was published in London by Smith, Elder, and Co. February 17, 1887, and that only 2,000 copies were printed. No illustrations are included in this edition either.
In New York the first authorized American edition was published in 1887 by Harper and Brothers without illustrations.
There exist scads of American pirated editions (George Munro's Library, F. F. Lovell, J. W. Lovell, George Munro's Seaside Library Pocket Edition, J. S. Ogilvie, Rand McNally).
Smith, Elder & Co. later reprinted this very popular novel in 1896, with revised text, and with 12 illustrated plates by Maurice Greiffenhagen.
See the VisualHaggard.org page dedicated to the illustrations found in various editions.
The first image is from a copy published by Hurst and Co., 122 Nassau Street, NY
I have never seen a copy of JESS published by John Murray with 12 Maurice Greiffenhagen illustrations