Henry deJeanne did not attend Oxford (sorry about that). I wrote to the Oxford Library on that, and reviewed the whole Oxford alumni series (about 20 volumns). He did not matriculate there under any of the possible name spellings, and did not lecture there. Neither did an ancestor, nor child.
Dear Beniah Gustin Jayne just made it up about 120 years ago. He may have intended it as a joke, or as a test to see who would rely on secondary materials.