jshell -help output contains
 
-J<flag> Pass <flag> directly to the runtime system.
                            Use one -J for each runtime flag or flag argument
 -R<flag> Pass <flag> to the remote runtime system.
                            Use one -R for each remote flag or flag argument


That "remote runtime system" vs "runtime system" could be missed easily.

Do we want to hint something on the "execution" engine (even indirectly)?

Say something like

-J passes JVM options to JVM that runs jshell tool.
-R passes JVM options that runs user's JShell snippets
(which may not be the same JVM that runs jshell tool).