You can have a polyamorous "ending" with both Jaye and Mallory. This is a rough guide how to get it.
1. After first sex with Mallory, tell her it's just to help her.
2. Do romance path with Jaye
3. When Jaye is upset choose "what's wrong" and then "phone a friend".
4. When you leave Cabin with Mallory tell her "I wish things were different."
5. When you have sex with Jaye at George's house you need at least 95 love points with Jaye & at least 80 with Mallory.
6. If you've met all that, Jaye will offer you the choice of Mallory only joining a Poly relationship (not a throuple).