Jane isn't the bully, she is the girl who is being bullied by Mary and she also isn't the OP's daughter.
OP, do you know Jane's parents well enough to call them and tell them what your dd is telling you? They may not be aware of the situation because Jane is afraid to tell them. They should know about it and decide if they want to get involved. You aren't Jane's parent and it would be wrong of you to involve counselors and principals since it isn't your dd being bullied, that would be Jane's parents who should do that. A note to her teacher would make her aware and she can contact the parents and go from there.