Not sure if it still is but capturing villages use to be the prerequisite to getting Jezera x Rowan scenes as a "reward". It's buggy though as you may stumble into a village and it's destroyed or something = the village not captured/counting towards the total. Doesn't help considering that there aren't many villages.
I just did a quick look through the four events/village_encounter_x.rpy files since I do remember that capture versus trade with a new village had different dialog with Andras and Jezera afterwards. That's when I discovered that there is an option to infiltrate them instead if you have the spy system up and running with an idle spy. I never had this show up as an option before in any of my playthroughs to date because I always strategized getting them all discovered early on in order to get the most cash flow going for upgrading facilities.
In the current version of events/village_capture.rpy for the generic village options, capture gets you a couple of points with Andras and a couple against with Alexia while increasing guilt, corruption and infamy by 5. Trade may have given you favor with Jezera in the past based on her comments, but it only gains you a couple with Alexia now and knocks 1 off your guilt and corruption. It's only infiltrate that gains you a couple of points with Jezera, and it adds 1 infamy and a couple of guilt and corruption. There's TODO comments in there about these options having an impact on the Realm's military strength in the future.
Also note that the Swamp coven village scenario may have had a relationship change with Jezera in the past if you called her to do her grandstanding act, but it only appears and costs a favor now if you have more than one open with her. It's been quite a while since I've hit that one too, because I usually have that village out of the way well before she asks me to do a little favor of acting as a slave with the Dark Elf VIP.
Oh, geez, I’d totally forgotten that was an option. I didn’t know about any of this village-related relationship change stuff, either. I’m not saying they need to show us the raw stats for every little thing, but they need to make some of this more transparent, there’s really no way of knowing what’s going on behind the scenes for most of what you do. Some of it follows logically, but there’s plenty that a player wouldn’t normally assume, and even with the common sense stuff you have no idea the degree to which your stats are going to change.
The original poster is probably referring to Jezera's Slave Reward which requires occupying three villages. It's only the one scene, though.
As far as different effects from how you deal with villages, I'm not certain how much it really matters at the moment; the village events change relationship, while almost everything I can think of (certain event choices, and an event) rely on Jezera
favor. These are two different systems that don't interact.
(There are a few other things that change your relationship value with Jezera, but I don't think relationship itself affects anything at all at the moment; I assume it's going to be built on more later. As for the village effects on Alexia, that
does have a relevant effect, but it's only two points in either direction, so it's a pretty minor influence currently.)